The Glasgow born defender started his career with Partick Thistle before moving south of the border to link up with Wigan in 2015.
Hendry struggled to establish himself with the Latics, making just three league appearances and was loaned out to Shrewsbury and MK Dons before agreeing on a switch back to Scotland with Dundee.
The 22-year-old has featured 21 times for the Scottish Premiership side since arriving over the summer and he recently received a glowing review from Celtic boss Brendan Rodgers.
The defender’s performances have certainly not gone unnoticed with reports suggesting that Swansea, Crystal Palace and Newcastle are all monitoring his progress.
Southampton are the latest side to be credited with an interest and he could be available for a reasonable fee, although he still has 18 months left on his current deal.
The Saints are still uncertain about the future of Virgil van Dijk, who has been heavily linked with an exit, and although Hendry wouldn't be an immediate replacement he would give Mauricio Pellegrino more options at the back.
It’s understood that the Dundee board will meet later this week to discuss Hendry’s future as they gear up for what could be a busy January transfer window.