Brewers manager Ron Roenicke said Friday that Henderson's future rests solely in the 6-foot-5 right-hander's hands.
"Henderson has done a great job for us," Roenicke said. "Whether he continues to be that closer depends on what he does. What he's doing right now, he's going to continue to close. We had Frankie in here earlier and when Henderson got hurt, Frankie kind of jumped into that spot. But Henderson, I put him right back in, and he's done really well."
Axford, who was a vital part of Milwaukee's 2011 playoff run and converted 49 consecutive saves from 2011-12, did not think his presence made much difference on Henderson's future with the Brewers.
"He's really taken control of that role," Axford said of fellow Canadian Henderson. "Not to say that it would have been any different if I were back with the [Brewers] next year, but you never know what might be looming or what he might be thinking. In this case now, he knows that it will be his job, and he can run away with it and take full control."
To Henderson, it was tough to say goodbye to close friend Axford, but the move shows the faith the Brewers organization has in both him and Brandon Kintzler at the back end of the bullpen.
"Yeah, it's great," Henderson said. "Both of us have been throwing the ball well. Hopefully, we can finish up strong. [In the] offseason, you know they're going to sign guys here and there, so we'll just see what happens. It's too bad the season's gone the way it has for the team, but hopefully, looking forward, we can continue going all out this season."
Henderson said he talked to Axford on Thursday night during the team's plane ride back from Pittsburgh, and he thanked him for his guidance over the last two seasons. Henderson said that Axford made the biggest impression on him last year when he broke into the Majors for the first time after 9 1/2 years in the Minor Leagues.
"He took me under his wing when I was up here last year, on and off the field," Henderson said. "I think more off the field, just his personality with you guys, with media, how he handles himself as a big leaguer every day -- just kind of taught me the ways, you know."
To Kintzler, what Axford picked up from former Brewers closer Trevor Hoffman was passed on to the current group, and it is their job to pass it on to the next generation of young guys. With Axford's departure, Kintzler now has the most Brewers appearances (87) of any pitcher in the bullpen.
"[Axford] did it the right way," Kintzler said. "He learned from Hoffman, and Hoffman always did it the right way. And Ax, no matter what, good or bad, he was always going to be the same guy. And I thanked him last night for everything he's taught me and just sort of being a great teammate."
Kintzler said left-handed veteran Michael Gonzalez will play a big part in filling the leadership void in the bullpen left by Axford.
"Gonzalez has been really good about that all year," Kintzler said. "I've learned a lot from him this year, too. He's one that's really kept me even-keeled and staying focused no matter what. I mean, he's got 10 years in the big leagues. He's done everything. Axford was always a guy that would come to you quietly, never in front of anybody. He'll be highly missed, and we'll see him down the road."
It won't be too far down the road, as the Brewers make a trip to Busch Stadium for a three-game series Sept. 10-12.
"We're going to see him shortly here in a couple weeks," Henderson said. "I think, when we see him in the red uniform, it's going to sink in a bit. Especially when he faces our hitters and stuff, too. When he gets in the game, it's going to be a weird reaction, I'm sure.
"We're still going to be friends. I think, yeah, just being on the field every day together, I'm going to miss that part of it. That's where you realize it's the business. But, you know, we'll always be friends. It's going to be tough not to sit beside him in the bullpen every night."