The midfielder has been slammed for deciding to leave Liverpool to join Al-Ettifaq despite Saudi Arabia's human rights record.
Scott, 36, pointed out that she would not be welcome to his new team's stadium because she is gay.
“I’m a Jordan Henderson fan but now I know I wouldn’t be welcome if I wanted to watch him play football," Scott said, while working as a pundit for Channel 4 prior to England's game against Ukraine, which Henderson started.
Henderson's move to Saudi Arabia was deemed controversial because the former Liverpool captain had promised his support to the LGBTQ+ community, and had worn both rainbow laces and a rainbow captain's armband.
Despite the criticism aimed at him, he insists that his move to Saudi Arabia can help those who face discrimination in the country.
"I think having someone with those views and values in Saudi Arabia is only a positive thing," he said. "Not once have they said: 'You can do this, you can’t do this'. And I think it can only be a positive thing to try to open up like around Qatar. In the end, around Qatar, having a World Cup there shined a light on certain issues where I think in the end, I might be wrong, but they changed some rules and regulations to be able to host the World Cup and I think that’s positive.
"That’s the way you try to create positive change. And I’m not saying that I can do that. I’m one person."
Scott has become the latest figure in football to criticise Henderson for making the move, with fellow pundit Chris Sutton insisting that the player simply moved to Saudi Arabia to boost his own bank balance.