The Brazilian struck in between goals from Alejandro Garnacho and Anthony Martial as the Red Devils made it back-to-back wins in all competitions, on a night when Burnley also advanced in the cup but Wolverhampton Wanderers and Luton Town were knocked out by lower-league opposition.
Tuesday's EFL Cup results
Exeter 1-0 Luton
Ipswich 3-2 Wolves
Salford 0-4 Burnley
Man Utd 3-0 Crystal Palace
Erik ten Hag made seven changes from the side that had beaten Burnley 1-0 on Saturday. Summer signing Sofyan Amrabat made his first start, playing as an inverted left-back who moved into central midfield when the Red Devils were in possession, while Harry Maguire and Mason Mount returned from injury.
But Henderson’s return to Old Trafford after his summer move proved a disappointing one as he limped off in the 19th minute, seemingly suffering a muscle injury, and two minutes later Man Utd scored with their first shot at substitute goalkeeper Sam Johnstone.
Diogo Dalot made an underlapping run from right-back and delivered a low cross to Garnacho, who applied a low finish eight yards out.
Man Utd quickly doubled their lead in the 27th minute as Casemiro headed in from Mount’s corner. And Casemiro turned provider in the 55th minute, crossing to the back post, where Martial finished from the left side of the six-yard box.
Jonny Evans came off the bench and nearly added a goal to Saturday's brilliant assist for Bruno Fernandes as his header was well saved by Johnstone. At the other end, Andre Onana was only really tested twice but nonetheless made good saves to deny Jean-Philippe Mateta.
Man Utd host Palace again in the Premier League on Saturday.
Mixed fortunes for trio of clubs
Vincent Kompany changed his entire Burnley line-up for the trip to League Two side Salford City, but there was never any hint of an upset.
The Clarets raced into a 3-0 lead inside 27 minutes, before adding a fourth late on. Encouragingly for Burnley, all four goals were scored by summer signings - Sander Berge, Jacob Bruun Larsen, Dara O’Shea and 18-year-old Wilson Odobert.
Wolves had a similarly strong start at Ipswich Town, going 2-0 up in the opening 15 minutes against an in-form side sitting second in the Championship.
But Ipswich turned the match around, with goals from 19-year-old Omari Hutchinson - on loan from Chelsea - and Freddie Ladapo making it 2-2 at half-time, before Jack Taylor hit a 58th-minute winner for the Tractor Boys.
Luton boss Rob Edwards made 10 changes for the trip to League One side Exeter City, giving a full debut to 17-year-old academy graduate Joe Johnson.
The tie was in the balance at 0-0 until the 83rd minute, when Demetri Mitchell scored the decisive goal before being sent off five minutes later.
Get ready for Wednesday's action
There are a further four EFL Cup duels between Premier League clubs on Wednesday.
Last season's losing finalists Newcastle United face Treble-winners Manchester City, while Chelsea's summer signing Moises Caicedo could face his former club Brighton & Hove Albion, with Blues boss Mauricio Pochettino looking for a much-needed win to increase confidence.
Aston Villa face Everton and Brentford host Arsenal in a London derby, while AFC Bournemouth, Fulham and Liverpool each face Championship sides - Stoke City, Norwich City and Leicester City respectively.
Wednesday's EFL Cup ties (19:45 BST unless otherwise stated)
Aston Villa v Everton
AFC Bournemouth v Stoke
Brentford v Arsenal
Chelsea v Brighton
Fulham v Norwich
Lincoln v West Ham
Liverpool v Leicester
20:00 Newcastle v Man City