The Liverpool midfielder, who first felt the injury in Saturday’s quarter-final win over Sweden, was a huge influence early on but faded and was eventually replaced by Eric Dier seven minutes into extra-time.
Fighting back the tears, Henderson said: “This has been the greatest summer of my life with England. To play in a World Cup is so special. The support we’ve had has been unbelievable and we just wanted to make everybody so proud. That’s why it hurts so much that we couldn’t get over the line.
“I had a tiny hamstring issue from the last game but it was fine to play. But I just felt it a little bit again in the game. In such a crucial match you can’t carry anyone, so it was probably the right thing to bring me off.
“But the pain of defeat is greater than that of my hamstring. My body is not too bad. Emotionally, it is just devastating to come this far and not quite get over the line. We gave everything, left everything out here and that’s all you can do.”
Dier denied that England were made to look second-best last night and said: “What I’ve learnt from this World Cup, watching France beat Belgium in the other semi-final and our game, is these matches are decided by such small margins.
“You have to be fully focused because it’s small things that decide it. We have seen that in so many games in this tournament and we saw that again last night.”