New Zealander Ko, 19, holds two of the five major titles - the Evian Championship and ANA Inspiration - and Canadian Henderson, five months younger, claimed her first major at the Women's PGA Championship in Seattle last month, beating Ko in a play-off.
They go into the British Open at Woburn set for another head-to-head battle.
Then it will be on to the Olympic Games in Rio and, while many of the top men have controversially pulled out, Ko and Henderson are relishing the sport's comeback to the Games.
"I respect everyone's opinion and everybody that pulled out," said Henderson, who will be 19 in September.
"There's a lot of stuff going on in Rio that we can't really control.
"The Zika virus, health issues, political issues, whatever it is. But, at the same time, it's the Olympics.
"They are going to try and do everything they can to make it safe for us, the athletes. I don't plan on venturing anywhere.
"Just go to Rio, stay at the Olympic Village, go the golf course and come home. Nothing crazy. It's an opportunity of a lifetime to go down there and experience it for the first time."
She did admit she had fleetingly had doubts about taking part.
"We were on the fence a little bit," she continued.
"We wanted to make sure we had all the information because it was a bit scary. But we're set to go and looking forward to it."
Ko, already a 14-time winner on the LPGA Tour, is also positive about Rio.
"I'm super excited," she said. "Ever since they announced that golf would be in the Olympics I wanted to get to Rio. I would love the chance to be an Olympian.
