There was little between the two sides for most of the night but Henderson’s left-footed strike on 66 minutes settled the game, as Orient failed to build on a solid first half showing.
Fabio Liverani made five changes from the team which lost 6-1 at MK Dons on Saturday, with Elliot Omozusi, Dean Cox, David Mooney, Josh Wright and Ryan Hedges recalled to the starting XI.
It was the O’s who created the first chance of the match as a ball through for Bartley but the shot from the midfielder was held by Josh Lillis.
Rochdale, still in with a slim chance of the play-offs going into the game, launched a swift counter attack after the O’s lost possession deep in the Dale half, and Ian Henderson was inches away from Peter Vincenti’s dangerous right-wing cross.
A Dean Cox effort warmed the hands of Lillis once more, before Baudry headed an O’s free-kick straight at the home goalkeeper.
Tom Kennedy was cautioned for the hosts for a late tackle on David Mooney, and the visitors continued to have more of the possession.
Cox blazed over after the ball fell invitingly for him on the edge of the area, while up the other end, Baudry did well to block Jamie Allen’s goalbound effort.
After a quiet spell the O’s had the best opportunity of the half as Mooney beat the offside trap and had plenty of time but his chipped effort landed on the roof of the net.
Dale ended the half on top though and Henderson saw an effort strike the post, however, played was pulled back for an earlier offside and the first half ended goalless.
The O’s started the half brightly with skipper Nathan Clarke heading just wide from Dean Cox’s dangerous inswinging free-kick.
Alex Cisak had to be at his best in the O’s goal to keep out Rhys Bennett’s header as the hosts enjoyed a spell of pressure, before Dagnall’s low right footed effort was held by Lillis after the striker had drifted in off the left wing.
But it was the hosts who took the lead on 66 minutes when the ball was cutback into the box by Vincenti for Henderson to fire into the top right hand corner, with little Cisak could do in the O’s goal.
The O’s looked for a way back into the game, but chances were few and far between for the visitors.
It was the hosts who could have doubled the lead when Jamie Allen was through on goal, but he fired his effort wide with Cisak rushing out of his goal.
Substitute Lloyd James fired a free-kick way over the bar as the game entered the final 10 minutes and time was ticking away for the O’s if they were to find a way back into the game.
Cisak was the busier ‘keeper and a fine double save helped keep the O’s in it. He firstly saved Henderson’s effort, and though the rebound from former O’s forward Calvin Andrew looked destined for the back of the net, the ‘keeper somehow kept the effort out.
Orient pushed forward late on, but any hope of a late equaliser proved in vain as they slipped to defeat.
ROCHDALE: Lillis, Bennett, Eastham, Lancashire (c), Vincenti, Tanser, Allen (Andrew 81’), Rose, Cannon, Kennedy, Henderson.
SUBS: Rafferty, Diba Musangu, Logan, Camps, Bunney, Noble-Lazarus.
GOALS: Henderson 66’
BOOKINGS: Kennedy 15’ Vincenti 75’
ORIENT: Cisak, Omozusi, Baudry, Clarke (c), Lowry, Cox (Simpson 77’), Bartley, Wright (James 70’), Hedges (Pritchard 64’), Dagnall, Mooney.
SUBS: McAnuff, Batt, Sargeant.
BOOKINGS: Mooney 56’, Lowry 71’ Baudry