"I did that and I had an advantage over the rest of the field all four days. So this win, I say it's for him, but it really is for him because I probably wouldn't have done it without him."
Henderson closed with a 66 on the Blythefield layout that was reduced to a par of 69 — the fifth hole was played as a par 3 instead of a par 5 — the final two rounds because of flooding.
Wie finished with a 65, and Thompson had a 69.
Henderson finished at 17-under 263 and earned $300,000. She led after each of the first two rounds, shooting 63-67 at a par of 71, and had a 67 on Saturday to drop a stroke behind Thompson.
Henderson won twice last year, taking the KPMG Women's PGA Championship for her first major, and successfully defending her title in the Cambia Portland Classic.
Henderson had three birdies in a bogey-free round. She birdied Nos. 7 and 8, while Thompson faltered.
"I missed a short one on 10, which I would have liked to have, but then I made a great birdie on No. 11," Henderson said. "I had zero bogeys on a day like today where it was super windy. And any day on Sunday, there's that little bit of extra pressure and you're in contention so you want to play really well so you might push a few more shots than you would like."
Thompson was 1 over on the first five holes with two bogeys.
Thompson hit one of the longest drives of the day on No. 9, put her approach shot within 20 feet and made the birdie putt to tie for the lead. But she bogeyed No. 10 to fall out of the lead.
"I hit my driver great the whole day, so that was definitely a positive," Thompson said. "I didn't roll the putter that well today. It is what it is. I hit two great last putts. I almost made the two long ones."
Wie shared the lead early in the round and wound up with five birdies and no bogeys.
"It was tough out there," Wie said. "The wind just started blowing and it was just interesting. Some spots are really wet, some spots are dry, but overall I felt like I played good this week and I'm happy about it."
Su Oh (64), Madelene Sagstrom (65) and Moriya Jutanugarn (66) tied for fourth at 14 under.
Second-ranked Lydia Ko had a 68 to tie for 10th at 12-under. Top-ranked Ariya Jutanugarn, coming off a playoff victory last week in Canada over Thompson and In Gee Chun, had a 69 to for 22nd at 9 under.