The Scotsman progressed into the second round after winning for the first time at Alexandra Palace, defeating Chisnall in a deciding set tie-break.
“I’m speechless. To come through a game like that, well, I’m just so pleased,” said ‘The Highlander’.
“I knew he could come back and I feel for him because he played brilliantly. I’m extremely relieved.
“It’s the first time I’ve won on the Ally Pally stage so it’s up there as one of the biggest wins of my career.”
Henderson raced into a two-set lead, hitting a classy bull-bull-double 16 combination to finish 132 in the process.
Chisnall, who averaged over 98, hit back winning the next two sets to set up a decider, which Henderson won 5-3.
He will now face either Mark Webster or Mensur Suljovic next Sunday.
Raymond van Barneveld also won through to round two, defeating Jamie Lewis in straight sets.
Raymond van Barneveld 3-0 Jamie Lewis – Match report
By Chris Murphy
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