De Gea has been a near ever-present for United since joining in 2011 but his status is vulnerable after a season which has been littered with errors.
Romero has had to sit on the sidelines waiting for his chance in cup matches and rarely letting the team down.
While Henderson has spent the past two years impressing at Sheffield United and is widely tipped to be United's No 1 in the future.
But Henderson has made a case to be the first choice now and it means Solskjaer faces a tough decision with three players all fighting for the shirt.
And while Solskjaer says he is happy to have competition for places, he admits three into two won't go.
Ole Gunnar Solskjaer has three goalkeepers that all believe they should be Man Utd's first choice (Image: GETTY)
"I think I must be the most privileged manager in the world with the goalkeeping department, with Sergio, David and we've got Dean Henderson coming back; three top, top keepers," he said.
"This season has shown how important Sergio has been for us and, for me, David always performing. We'll see what we do rest of the season and going forward. Difficult, yeah. But it’s a nice problem to have.
"As you say, competition for places is important we are looking to have competition for places.
"We have Dean, Sergio, David in the ranks. Lee [Grant], the fantastic professional that he is, backing them up.
Will David De Gea still be Man Utd's No 1 goalkeeper? (Image: GETTY)
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