Owned by Middleham Park Racing, Marie's Rock was prominent in the betting for the Mares' Novices' Hurdle at the Cheltenham Festival in March - having been most impressive in wins at Haydock and Taunton so far this term.
But she has suffered a stress fracture, which will force her out of action for the remainder of this campaign.
Henderson said: "She's not going to make it (to Cheltenham), I'm afraid.
"We'd just had a little problem, and unfortunately she's got a little stress fracture - which we found as a result of an MRI scan.
"She'll be perfectly fine for next year, but unfortunately it rules her out of this season.
"It's very frustrating."
Henderson confirmed Floressa is still on course for the same race.