Henderson, a five-time winner of the Otago sportsperson of the year, is to marry Australian Olympic cyclist Katie Mactier in Melbourne on October 31.
Henderson is in France training with the New Zealand cycling team for the Beijing Olympics.
The 31-year-old is competing at his fourth Olympics, and will ride in the points race and madison race on the track, while Mactier (33) is one of the favourites for the 3000m individual pursuit.
The couple met in the United States in early 2005.
Mactier won the silver in the pursuit at the Athens Olympics in 2004, finishing behind New Zealander Sarah Ulmer.
Henderson finished fourth in the points race at Athens.
Henderson agreed it would make the wedding even more special if both the bride and groom had Olympic gold medals.
