Henderson had recently returned to training after recovering from a hip problem but "is still feeling the effects of the virus" several weeks on from initially testing positive.
"Dean Henderson will miss Manchester United's Scotland training camp while he continues his recovery from prolonged fatigue after contracting a COVID-19 infection three weeks ago," the club said in a statement.
"He is expected to be training again soon."
The 24-year-old, who made 26 appearances for United last season, was part of Gareth Southgate's intial Euro 2020 squad but was forced to withdraw after suffering a hip injury.
However, he told the club website on July 31 that he had returned to training.
"Yeah [I'm] just building it up day by day and, hopefully, I'll be right for the game, maybe at the weekend against Preston," he said. "We'll just see how it goes over the next few days.
"I'll keep working hard and, hopefully, I can get some minutes under my belt."
David De Gea, Henderson's main competition for the No. 1 spot on Ole Gunnar Solskjaer's team, has yet to return to preseason training from his post-Euro 2020 break.