Ireland play four warm-up games before this autumn's tournament, against Wales (twice), Scotland and England.
But Schmidt has opted to not whittle down his training squad for the moment and Henderson admits it is almost impossible to know what the head coach is thinking.
"Joe is so hard to predict when it comes to selecting squads," Henderson said.
"He keeps us on our toes at all times, so it's typical of him to be keeping us in the dark and that's what's happening now.
"It's making everyone work harder and harder all the time, and that in turn probably puts more pressure on him just to make those selections decisions.
"We're not even sure what the squad will be like for next weekend's game yet: Joe has kept us in the dark on that, and no doubt that's deliberate."
Equally capable at second row or blindside flanker, Henderson now has 17 international caps to his name.
And while his versatility could be a real boost to his hopes of making the 31-man squad, the 23-year-old knows he cannot afford to get complacent.
"He (Schmidt) is meticulous in his planning - everything we do is for a reason," he added.
"Again, that's just another way of everyone staying sharp and on their toes.
"It builds that competition again - there's absolutely no chance of anyone thinking they can have an easy week expecting not to play next weekend or anything like that."
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