It is understood that Henderson resigned last month, and is no longer working for the company.
His departure, which has sparked a search for a replacement, was confirmed by Henderson himself and by MasterCard's European group head of comms Rose Beaumont.
She said: "People sometimes decide to move on and we wish Neil luck with what he decides to do.
"Comms is a key function for the future success of MasterCard and we are looking to add strength to this important function all the time. We are already seeing candidates and are looking forward to working with some of the great talent out there."
Henderson joined the credit card provider in autumn 2012 having worked at rival Visa, where his duties included handling work around its London Olympic Games sponsorship.
Before this, the ex-BBC and ITV journalist led broadcasting at The Red Consultancy, where he worked with brands such as McDonald’s and Barclays.