He scored 32 points in a blowout win against the Volunteers, the most points allowed by Tennessee to a single player since 2001. The win was just the Rebels' second-ever win in Thompson-Boling Arena and the first since 1991.
But it was Henderson's colorful personality that sparked conversations on Tennessee-related message boards and Twitter accounts. Even media covering the Volunteers chimed in, noting how Henderson had saluted and stared down fans and never stopped chirping.
"You can punch him right in the mouth by stopping him from scoring," Tennessee forward Jarnell Stokes told the Chattanooga Times Free Press earlier this week. "I feel like if we just stop him from scoring, he won't talk."
Easier said than done.
Henderson is averaging a team-best 18.9 points per game. He leads the SEC and ranks sixth in the nation in 3-pointers made, and leads the conference in scoring.
His 32 points against Tennessee were the most points scored by a Rebel in their first league game since Ole Miss great Johnny Neumann in 1970.
"To be honest, if you knew Marshall like we know him, he's a fun guy to be around," sophomore forward Aaron Jones said.
"But if you're playing against him, I'd hate Marshall, ‘cause he talks so much. Even if he misses a shot, he's still talking like he made it. It just makes you want to fight him sometimes."
In short, Henderson has been the catalyst for an Ole Miss team off to a blistering start to its SEC schedule.
The Rebels are 15-2 overall, and are in search of just their second 5-0 league start in school history when they tipoff against Tennessee tonight at 6 p.m. CST on ESPN2.
A win would also give the Rebels their best start since beginning the 1936-37 campaign 16-2.
"We don't have a lot of Twitter conversations in our locker room," Ole Miss head coach Andy Kennedy said of the attention Henderson has drawn on the popular social media platform. "I don't know if I've ever drawn Twitter on the blackboard. People are going to say what they're going to say.
"I want to make sure he's doing the right things. I watch him, and we've had a number of conversations about channeling his energy in the right way and staying focused for Marshall more so than the Twitter following. I want him to be focused on the task at hand."
Henderson and company get a Tennessee team still searching for answers after losing senior leader Jeronne Maymon, who is recovering from arthroscopic surgery in his left knee.
The Volunteers, at 9-7 (1-3 SEC), picked up their first SEC win on Saturday, defeating Mississippi State, 72-57, in Knoxville. The win snapped a four-game losing streak for the Volunteers.
"It's a little odd to when I look up and its game five and we're playing another team for the second time," Kennedy said. "Tennessee hasn't changed much from the first time we played them. They are who they are. They're a physical team, they're a tough team. They're not going to give you anything easy.
"We obviously shot the ball well the last time we played them. We had a hard time guarding them. We'll have to come out and make some adjustments based on what we learned from game one, make sure our approach is right."
Tennessee is led by junior point guard Trae Golden and Stokes, who totaled 18 points and 11 rebounds against Mississippi State, marking his fourth double-double of the season.
Junior guard Jordan McRae continues to lead Tennessee in scoring with 13.8 points per game.
"In the last eight minutes, we started playing like a team," Jones said, looking back to the first game this season between the teams.
"When we got there, we were kind of shook. It was our first road game in the SEC. Every year, since I've been here, we didn't have good quality (of games), like last year at LSU. We won, so we feel good about that."
Tennessee holds a 69-40 lead in a series dating back to 1924. In the series, the home team has won seven of the last nine regular season meetings dating back to 2005. The Volunteers own a 25-22 record against Ole Miss in Oxford, but the Rebels have won three of the last four at home.