Town were beaten 3-0 at home to Sheffield Wednesday in Chris Hutchings’ first game in caretaker charge.
A double from Everton loanee Ross Barkley set the Owls on their way, before Michail Antonio sealed the win with a late strike.
The defeat sees Blues still without a home win this season and remain at the foot of the Championship table.
Hutchings named Luke Hyam, Daryl Murphy and Josh Carson in the starting line as he took to the dugout for his first game as caretaker manager following the departure of Paul Jewell in the week.
However the game couldn’t have started any worse for the Blues as Barkley fired the visitors in front with less than a minute on the clock.
Michail Antonio’s cross from the right was only half cleared by Town and the ball found its way to Barkley, who fired low past Henderson and into the corner.
A minute later and Henderson had to be alert to keep out a Chris O’Grady effort, after the striker had broken the offside trap.
The first chance Blues had on goal came in the tenth minute, as a neat passing move saw Lee Martin lay the ball off to Hyam on the edge of the box but the midfielders effort flew well wide of the target.
But Wednesday then had two great chances to double their lead a minute either side of the 15 minute mark. First O’Grady flashed a drive just wide of Henderson’s goal, before Danny Higginbotham cleared off the line to stop Antonio’s header from creeping into the corner.
Aaron Cresswell was then unlucky to see a free-kick fly just over Chris Kirkland’s bar after 25 minutes, although the Owls stopper seemed confident that the ball was always going behind for a goal-kick.
Nine minutes before the break and a well worked free-kick allowed Higginbotham a bit of space to have a shot on goal from 25 yard, but the defender’s pile-driver flew over Kirkland’s bar.
The Owls then had a decent chance to extend their lead just before half-time, but Antonio dragged his shot well wide.
Carson then tried his luck from range with a rasping drive but Kirkland was equal to it and soon after the referee blew for half-time with Town a goal behind.
Five minutes after the restart and Barkley had a great chance to score his and Wednesday’s second but the midfielder fired wide after dancing through the Town defence.
A neat flowing move from Town, which started with Edwards carrying the ball out of defence, led to Campbell spinning away from his marker, before seeing his weak effort easily held by Kirkland.
But things got worse for Town just before the hour mark as Barkley grabbed his and Wednesday’s second goal of the game to see Blues fall further behind.
The ball again wasn’t cleared by Town and Barkley cut inside onto his left foot before firing on the half-volley into the bottom corner from the edge of the box.
Things got worse for Town with nine minutes remaining as Antonio sprung the offside trap before rounding Henderson and slotting into an empty net to make it 3-0 to the visitors.
The winger then had a chance to score again a minute later, as Dave Jones’ side countered at pace, but he curled his effort high over Henderson’s bar.
That was the way it stayed as Town suffered defeat and will now focus their attention to next week’s trip to Birmingham.