Henderson has been at Huish Park since the start of the year and his performances for the League One club have seen him win a host of end-of-season awards.
Skiverton expects Henderson, who has been offered a new two-year deal at City, to remain at Ashton Gate.
"I have been speaking to the managers about the loan players. Calls have been made, messages have been left and we will just see where we go from here," Skiverton told the Evening Post.
"Stephen Henderson was one of the ones that I do not think we could touch anyway. As far I was concerned, he was a Bristol City player and he will be a Bristol City player by all accounts for the next couple of years.
"He has been back there for a couple of weeks and, if he does not get in there having signed for Bristol City, I will be straight back on the phone again."
Source: PA
Source: PA