The singer-songwriter was asked on The Xtra Factor whether she thought she herself could win, to which she simply replied: "I don't know."
However, when asked who her biggest rival was, she jokingly turned and fixed her stare on Henderson.
Laughing and hugging her fellow Girls team member, she then added: "Honestly, she's one of my favourite people in the world, though, but she's absolutely fantastic, and I think... she's the winner."
Earlier in the evening, Spraggan had been allowed to perform one of her own songs on the first live show.
It was the second time that a contestant had sung a non-cover on The X Factor, after Chico performed 'It's Chico Time' in series two, but it was the first entirely self-written song on the show.
Henderson had sung Take That's 'Rule the World' to huge praise from the judges.
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