Henderson, 20, has been linked with a move away from the Stadium of Light - rumours were circulating on Thursday that a deal has already been struck - ever since emerging as one of the most promising talents in the country under Bruce last season.
The speculation has grown in intensity since he won his first senior international cap in November last year, despite a recent dip in form, but Bruce insists his immediate future remains at Sunderland rather than sitting on a bench at one of English football's wealthier clubs.
Bruce lost star striker Darren Bent to Aston Villa last month and looked on in astonishment as Liverpool splashed out £35million on 22-year-old Newcastle striker Andy Carroll in a dramatic end to the transfer window.
He said: "I am not going to sit here like [Newcastle boss] Alan Pardew and say he [Henderson] is definitely not for sale and have it chronicled on February 5, 2011, 'He's not for sale. He's not for sale and I have got the owner's backing'.
"I have said all along that every player, whether you are [Cristiano] Ronaldo or you are Wayne Rooney, you have your price. As managers, we manage the team, of course we do. We have an input with the people who employ us, but we all know that it's part of football.
"For me, the great thing with Jordan is his father and Jordan himself are level-headed enough to realise and they understand that the worst thing that could happen to Jordan is he goes for big, huge money and he doesn't play for 18 months and sits on the bench.
"I can give you an example, Adam Johnson. He is injured at the moment, but he was playing sporadically. Jordan is sensible enough and, I will stress to you again, he is from Sunderland and he understands - but there will be a time when he goes, unfortunately.
"But, in the meantime, no."
Henderson has started all but two of the club's 28 games this season - the cup ties against Colchester and Notts County - and has finished all but four of them, despite having to deal with the constant rumours about his future.
Bruce said: "I think he has lived with the speculation. I think he finds it difficult that he is always being questioned.
"There was a rumour circulating yesterday that there is a deal done and he has already gone. That's a load of rubbish. The fact is the boy is 20 years old and we must remember that.
"There have been times, probably, when he could have benefited from a rest, but with the injury situation we have had I have found that increasingly difficult to do.''
Reinforcements arrived in the shape of Benin international Stephane Sessegnon, who made his debut against Chelsea in midweek, and Sulley Muntari, who could do the same at Stoke on Saturday having joined on loan with an option to make the switch from Inter Milan permanent during the summer.
Bruce said: "Make no mistake, the foreign players look at the Premier League and look where you are in the table, and if you are struggling repeatedly at the bottom end then it's very difficult to attract them.
"It could have been quite easy for Sulley to stay in Milan and Stephane to stay in Paris, but to come here is terrific. I am absolutely delighted."