The 6-foot-2 Henderson was hot from the start, knocking down three early 3-pointers to keep the Rebels close in the first half. Coastal Carolina took a 39-36 halftime lead.
But the Chanticleers couldn't keep the momentum, giving up a 21-8 run to the Rebels early in the second half. Henderson was right in the middle of it, and his back-to-back 3-pointers minutes later put the Rebels (2-0) up 71-53.
Henderson was a junior college All-American last season at South Plains Junior College (Texas) and has made 11 3-pointers in two games this season.
Henderson made 8 of 17 shots from the field, including 6 of 13 from 3-point range. He also added four assists and two steals.
Holloway notched his 27th career double-double, leading the Rebels with 12 rebounds. Nick Williams added 11 points.
Anthony Raffa led Coastal Carolina (1-1) with 20 points. Michael Enanga added 10 points, 12 rebounds and seven assists.
Ole Miss had a considerable size advantage, but couldn't capitalize in the first half. Coastal Carolina outrebounded the Rebels 22-14, including a 9-6 edge on the offensive glass.
If it hadn't been for Henderson, the Rebels' halftime deficit would have been worse. He scored 13 first-half points, flashing the outside shooting ability that the Rebels didn't have for most of last season.
But it's the inside game that is Ole Miss' strength, and it was much better in the second half. The Rebels were more aggressive, and the 21-8 game-changing run was punctuated by an alley-oop pass from Henderson to Aaron Jones for a dunk.
Jones scored 10 points and grabbed four rebounds. The 6-foot-9 sophomore gave the Rebels a boost since starter Reggie Buckner spent most of the game in foul trouble and finished with just six points and two rebounds.
Jarvis Summers was also good off the bench. He scored nine points and led the Rebels with six assists.
The Rebels shot 33 of 65 (50.8 percent) from the field and forced Coastal Carolina into 19 turnovers.
Follow David Brandt on Twitter: www.twitter.com/davidbrandtAP
Former Vanderbilt guard Wade Baldwin IV becomes the 6th Commodore to be selected in the 1st round of the NBA Draft.
Former No. 1 pick Allen Iverson shares his advice with Ben Simmons, the newest member of the 76ers.
Former LSU forward Ben Simmons shares his excitement over being selected by Philadelphia.