Alan Dudley Henderson was born at Hawthorn, Victoria, on 8 July 1894. After attending Trinity Grammar School at Kew in Victoria, Henderson qualified as an accountant. Before the outbreak of the First World War he spent seven years with the senior cadets and two years with the Citizens' Forces. The 20-year-old enlisted with the Australian Imperial Force on 24 August 1914 and departed Melbourne with the 7th Infantry Battalion aboard HMAT Hororata on 19 October 1914.

In Egypt, Henderson was made a platoon commander in the newly formed A Company of the 14th Battalion. In early April 1915 the battalion was moved to Alexandria and then to the staging area on Lemnos Island in preparation for the landing on Gallipoli. Henderson wrote of the importance of the coming landing in a letter home: "It is going to be Australia's chance, and she makes a tradition out of this that she must always look back on."

The 7th Battalion took part in the landing on 25 April as the second wave of troops to storm ashore. It was on this day that Henderson sustained a serious gunshot wound to the chest whilst Australian forces were desperately trying to establish a foothold on the peninsula. He was evacuated to a hospital ship waiting offshore but, despite treatment, succumbed to his wounds sometime between 27 and 30 April 1915. Alan Henderson was buried at sea and is commemorated on the Lone Pine Memorial at Gallipoli in Turkey.

In a letter to Henderson's father, which was published in The Argus on 24 June 1915, Lieutenant Colonel Harold Edward "Pompey" Elliott wrote of Henderson's "coolness and intrepidity" on the day of the landing and how he intervened to prevent the revenge-killing of a wounded Turkish prisoner by his men. His brother Rupert was killed in action on Gallipoli on 8 May 1915. Another brother, Kenneth Henderson, also served during the First World War and returned to Australia in 1918.