The eliminated X Factor contestant was due to perform a set at Bushwackers nightclub in Swindon.
However, the 16-year-old was later informed that she would not be allowed to do so, due to the midnight curfew law, according to The Sun.
The club's Craig Pinches said: "Ella was due to perform at 12.30am but there is a law that says because she's 16 she can't work after midnight.
"It is a shame – but it's nobody's fault."
District3, Kye Sones, Jade Ellis, Carolynne Poole, Melanie Masson and MK1 have all performed at the club's weekly X Factor-themed nights following their exits from the show.
Club organisers are now hoping to reschedule the gig so that Henderson can appear before midnight.
Ella Henderson is said to be the subject of a major record label bidding war, including Simon Cowell's Syco.
James Arthur has said that he "hated" staying in the competition ahead of Henderson on Sunday.
Shock X Factor exits:
Copyright: Ken McKay/Thames/Rex Features