The park was purchased in 1983 from the Henderson family estate and opened to the public in March 1991. This was the first acquisition under the Save Our Coast land conservation program initiated by Governor Bob Graham. The family wanted to protect the area's natural features and let the public enjoy the surroundings.
Initial construction included two picnic pavilions, restrooms, beach access boardwalks, an entrance station and support facilities. In March 2000, 30 campsites, a bathhouse, camping area, playground and additional beach access boardwalks were added. 30 additional campsites were added shortly after bringing the total to 60. A beautiful three-quarter mile nature trail was built through a partnership with the Friends of Emerald Coast State Parks which provides visitors with a rare view of some of the last remaining coastal scrub communities in the area.
Today, Henderson Beach State Park is visited by hundreds of thousands of visitors each year. The beach is heavily visited during the warmer months, and the campground stays busy all year.