Welbeck, 35, has agreed a two-year deal and been given permission by Brighton to undergo a medical at Stamford Bridge, with the transfer fee still undisclosed as Chelsea look to have the deal wrapped up in time for him to join the squad's pre-season tour in Hong Kong after Saturday's final match of the Australia leg against Tottenham.
He will become the second-oldest signing under the Todd Boehly and Clearlake Capital ownership once Henderson, 36, completes his move; Brentford confirmed they had reached a mutual agreement to terminate the England midfielder's contract, which had been due to run until 2027.
Welbeck leaves Brighton as the club's all-time leading Premier League goalscorer with 46 goals in 176 appearances, having scored 13 last season, his best return in England, and has hit 90 goals in more than 400 top-flight appearances in a career that has also taken in Manchester United and Arsenal.
The moves continue a marked shift in approach under Alonso, whose squad has been the youngest in the Premier League for the past two seasons, a factor co-owner Behdad Eghbali said needed a "tweak" after Chelsea finished 10th and won nothing last season. Chelsea have also made an offer to reunite Sunderland midfielder Granit Xhaka, 34, with Alonso, with whom he won the Bundesliga at Bayer Leverkusen in 2024, and aim to sign 26-year-old centre-back Maxence Lacroix from Crystal Palace on a six-year contract, pending official confirmation.
Morgan Rogers, signed for a club-record £117m from Aston Villa earlier this month, and 21-year-old full-back Marco Palestra, signed from Atalanta, add further reinforcements, while the last time Chelsea paid a fee for a player over 26 was four years ago, when they signed Pierre-Emerick Aubameyang from Barcelona.
Welbeck's arrival would leave Chelsea with six senior strikers on their books, with Nicolas Jackson, who spent last season on loan at Bayern Munich, Liam Delap and Marc Guiu among those who could now leave on a permanent deal or loan.
The club has also brought in Dutch forward Emmanuel Emegha from sister club Strasbourg this summer, and he could remain part of the squad regardless of further departures.
Henderson, meanwhile, would add further seniority to the squad having been selected by Thomas Tuchel as part of England's leadership group at this summer's World Cup, giving Alonso two experienced heads to call upon as he looks to move Chelsea past the project phase of their rebuild.