Play was stopped twice before half-time during a comfortable victory for Gareth Southgate's men on Tuesday (AEST), with an address over the Vasil Levski National Stadium urging an end to racist chanting before a number of Bulgaria fans were removed from the ground.
England players informed the match officials of the discriminatory behaviour and an abandonment looked possible at one stage, although Harry Kane would ultimately round out an emphatic scoreline set in motion by Marcus Rashford's blistering opener and embellished by braces from Raheem Sterling and Ross Barkley.
Henderson exchanged words with Balakov during one of the breaks in play and was aghast when he heard the 53-year-old had stated after the game that the allegations of racism must be "proven", choosing instead to criticise the behaviour of England supporters and a pre-match focus upon a potential for racist incidents.
"I had a few words with the manager. It wasn't acceptable – something needs to be done," the Liverpool captain told Sky Sports News.
"He needs to apologise now, really, on behalf of the team and the fans. He knows what was going on. He was asking me what the problem was.
"When I told him he knew what was going on, it was baffling how he didn't, really. Hopefully he looks back and apologises because anyone watching that game would be disgusted really."
England discussed whether they should resume the match at half-time and Henderson, angered by what had transpired, took pride in their unanimous response in the face of adversity.
"I felt angry," he said. "They're my team-mates, my friends who I've known for a long time and I share a dressing room with.
"It was shocking to see. I was so angry at one point but the game goes on, you've got to switch the focus to the football.
"At half-time we spoke about it, we wanted to carry on. If one person said they didn't want to go out then we wouldn't have done and that would have been it.
"But everybody's message was we wanted to make them suffer and not make them win. I felt we did that brilliantly."