Henderson made a rare mistake in last Saturday's Yorkshire derby against Leeds United, from which the Whites scored the game's only goal to move five points clear of their promotion rivals.
But Dawson, who has experienced ups and downs of his own for Wednesday this season, has backed the England Under-21 international to recover unscathed.
"Yeah, I saw that," said the Owls number one when asked about Henderson's error on Alan Biggs' Sheffield Live TV Show. "I've known Deano since we were both young - we went on a couple of training camps together. He's definitely a big enough character to get on with that, he's a big believer in his own ability and he'll move on from that quickly and I think he's been excellent for Sheffield United this season."
The Sheffield United faithful refused to turn on Henderson afterwards, and Dawson added: "They know the good he's done for them this year and they probably owed him that."
Dawson and Henderson, who is on loan from Manchester United, are each in their maiden campaigns as first choice at respective clubs Sheffield Wednesday and Sheffield United.
The former was recently crowned Wednesday's player of the month for November, a period in which he saved two penalties, including one against the United striker, David McGoldrick, to earn his side a point at Bramall Lane.
Whose goalkeeper is better - Sheffield Wednesday's or Sheffield United's?