Seven players were nominated for January 2020's EA SPORTS Player of the Month award.
Premier League fans voted for their favourite on the EA SPORTS website.
The votes of the public were combined with those of the 20 club captains plus a panel of football experts to decide the winner.
Aguero became the leading foreign goalscorer in Premier League history with a hat-trick at Aston Villa, before getting all three of Manchester City's goals against Crystal Palace and Sheffield United.
The goalkeeper kept four clean sheets, the third of which came against Manchester United when he provided a superb assist for Mohamed Salah. He also made crucial saves in the 2-1 win over Wolverhampton Wanderers.
Henderson captained Liverpool to five wins in a row and was instrumental in the centre of their midfield. He scored and provided a late assist in the 2-1 success at Wolves.
The Leicester City striker scored and claimed an assist in the win over former club Newcastle United and finished the month by filling the void left by Jamie Vardy's first-half injury with two late goals against West Ham United.
The centre-back led a Southampton defence that kept clean sheets against Tottenham Hotspur and Crystal Palace and provided assists in both matches. He also played a key role in a victory against Leicester.