Henderson, who made 7 of 13 on 3-point shots, came into the game averaging 4.4 3-pointers per contest, second in the nation. His pair of free throws, the only two he attempted all game, with 18 seconds to play gave the Rebels (9-3) a 78-71 lead.
Aleksej Rostov's layup with 7:48 remaining gave Western Kentucky (8-5) a 60-57 lead, but the Hilltoppers made just 3 of 13 field goals and 7 of 13 free throws in the final seven minutes.
Ole Miss made 9 of 16 3-pointers and forced 18 WKU turnovers. Sebastian Saiz finished with 11 points seven rebounds in the win.