Gareth Southgate is still refusing to select a permanent skipper for the national side, and is set to continue to share the responsibility among his senior players.
The 46-year-old claims the competition for the role is healthy for the team.
Harry Kane captained the national side twice in June, while Gary Cahill, Wayne Rooney and Joe Hart have all donned the armband since Southgate's appointment.
Rooney's international retirement now means the captaincy is up for grabs, with Russia 2018 kicking off in just nine months time.
Henderson has been selected to lead side out tonight, making this his third time as England's skipper.
"I want to continue sharing that responsibility,” said Southgate ahead of tonight's clash.
“It's been healthy for us. We're seeing good leaders emerging from the group.
“People have talked about that not being the case in the past, but in my view there are good leaders in the group, not just senior players but younger players as well."
The England boss has also taken the decision to select Hart in goal, despite his shaky start to the season.
Hart, 30, has conceded 10 goals in his opening three games for West Ham.
However, Southgate insists he is the right goalkeeper to start in Malta this evening.
"We're only three matches into the start of the season, so I don't feel as though the others have had time to stake a claim to push Joe out of that position.
"We've got three excellent goalkeepers here, there's Jordan Pickford who was with us before and Fraser Forster, who is very unfortunate not to be in the squad."
Malta are yet to pick up a single point in their opening six qualifiers.
