The Black Cats youngster has caught the eye this season and his performances have been good enough to earn him a call-up to the England squad - starting the recent friendly against France.
Speculation has been growing that a host of clubs have been keeping tabs on the 20-year-old, who has come through the ranks as a local boy at the Stadium of Light.
Quinn said: "When Jordan was being linked with a few clubs, his father rang me and told me 'this is nothing to do with us, Jordan just wants to play for Sunderland' and I had to tell him, of all the players, Jordan really is the last one I am worried about. I know Jordan just wants to play for Sunderland."
The chairman admitted every player has a price but says it would take a 'ridiculous' offer for Sunderland to even consider selling Henderson at this stage.