Unwelcome news could hardly have come at a worse time for one of the biggest clubs in Scandinavia.
Midtjylland will face off with Celtic across two legs of an intriguing Champions League qualifying clash before the month is out, either side of a Danish league opener against AaB this weekend.
And it seems they will begin the new season without a number of key players.
Frank Onyeka and Jens-Lys Cajuste will be unavailable as they close in on moves, while star striker Kaba is unlikely to feature against Celtic or AaB, seemingly distracted by speculation linking him with a move to England.
Will Kaba head to Watford, Middlesbrough or Swansea?
“Sory Kaba is on the transfer list. That is the reality,” Henriksen says.
“(Leaving) is what his dream is. Right now, I don’t think he’s mentally ready to appear in the squad and be part of this. So I play some other players. I’m not afraid of that at all.”
In June, the Telegraph reported Kaba is a target for Premier League newcomers Watford. Championship rivals Swansea City and Middlesbrough are also interested, having bid farewell to the likes of Andre Ayew and Britt Assombalonga.
Kaba, a 6ft 3in Guinea international, scored 14 times in 42 games for Midtjylland last season.
It remains to be seen whether Watford will step up their interest in the former Elche and Dijon man, having reinforced Xisco Munoz’s front line with free agent Josh King recently.