The Saudi team are currently training in Croatia, headed up by Liverpool legend Steven Gerrard.
Henderson will soon officially seal a move to Al-Ettifaq on a bumper contract - worth around £700,000 per week.
The long-standing captain of the Reds has been filmed training with his apparent new teammates.
Liverpool will receive an initial £12 million for Henderson, who had two years remaining on his Anfield contract.
Henderson first spoke with manager Jurgen Klopp before agreeing to leave the Premier League club.
He joined Liverpool 2011, was made captain in 2015, and won every trophy possible during his 12-year stay.
Henderson's anticipated move to Saudi Arabia has been widely criticised by a number of supporter groups, with Kop Outs being one.
By signing some of the world's most notable football players and managers to its domestic league, the Gulf state has been accused of 'sports-washing' its appalling human rights record.
Homosexuality is illegal in Saudi Arabia. The state also executed 81 people in 24 hours last year and assassinated dissident journalist Jamal Khashoggi in 2018.
