Henderson has signed a contract until the end of the season and the experienced striker is set to make his debut against one of his former clubs, Watford, at the City Ground on Saturday.
The 31-year-old becomes Forest's third signing of the January transfer window, following the loan arrivals of defenders Elliott Ward and Gonzalo Jara Reyes.
Reds chairman Fawaz Al Hasawi said: "We are delighted to have brought a player of Darius's experience to the club.
"He knows all about the Championship and has also played at the highest level in England as well and I've no doubts he will be a great addition to Alex McLeish's squad."
Henderson began his career with Reading and has also played for Brighton (loan), Gillingham, Swindon (loan) and Sheffield United.
He has scored seven goals so far this season, including one against Forest in Millwall's 4-1 win at the City Ground in November.
Meanwhile, Dexter Blackstock has signed a new four-and-a-half year contract at Forest.
Blackstock, who was set to be out of contract in the summer, has been linked with a move away from the City Ground this month, but has committed his long-term future to the Reds, subject to a successful medical.
The 26-year-old striker has become a huge fans favourite since joining Forest from QPR in 2009.
He has scored 36 goals in 120 appearances for the club and battled back from a horrendous knee injury that sidelined him for more than a year.
"It quickly became apparent to me just how important a player Dexter is to Nottingham Forest after my family completed our purchase of the club last summer," said Forest chairman Fawaz Al Hasawi.
"I made it one of my top priorities to persuade him to sign a new extended contract and I'm delighted he has chosen to do so."