Gerrard will bring the curtain down on his 17-year Anfield career at the end of the season, with the former England captain set for a move to Major League Soccer in America.
Gerrard is almost certain to leave Liverpool without a coveted league winner's medal – Brendan Rodgers' men are currently 17 points adrift of leaders Chelsea and Manchester City in the Premier League – but the Reds are still in contention in three cup competitions.
And with Gerrard's birthday falling on the same day as the FA Cup final, Henderson feels that would be the perfect way to bid farewell to one of Liverpool's greatest ever players.
The 24-year-old told BBC's Football Focus: "That'd be nice for him because he deserves something like that for how good he's been over so many years for Liverpool.
"Hopefully we can go on to win the cup, that's the aim, that's what we hope to achieve and it would be brilliant for us as a team and for him personally to get something in his last year."
Gerrard has won the competition twice in his career, in 2001 and then again in 2006 when he scored twice in a 3-3 draw against West Ham in the final before also netting in the penalty shoot-out.