Former Under-21s boss Southgate has named one of the most inexperienced squads to ever represent the Three Lions at a major tournament, but regular skipper Gary Cahill has made it despite speculation he would also miss out.
Henderson led England in assists in the qualifying tournament and has turned in some outstanding displays in big matches for Liverpool this season.
However, the emergence of youngsters Jordan Pickford, Jack Butland and Burnley's Nick Pope coincided with Hart's decline in performance levels and lack of game time.
"I found out this morning, just before we came out to Marbella", he told the club's official website.
Numerous pundits and fans had been calling for Shelvey's inclusion in the Three Lions contingent, but Gareth Southgate's 23-man squad, named on Wednesday, did not feature the playmaker.
RYAN Bertrand will not be playing for England at the World Cup in Russian Federation next month after Three Lions boss Gareth Southgate overlooked the Saints left-back.
The omissions are the right call and while the younger picks - Trent Alexander-Arnold is uncapped and just 19 - may lack the experience of those they have replaced, Southgate is not exactly blessed with a variety of alternative options.
Nick Pope has been rewarded with a terrific debut season in the Premier League as he takes Hart's position, while Ruben Loftus-Cheek is preferred to Wilshere.
Injuries meant their Reds teammates Alex Oxlade-Chamberlain and Joe Gomez were unavailable for selection.
Wilshere fought his way back into the Arsenal first team this season after recovering from a leg fracture he sustained during his loan spell at Bournemouth in the 2016-17 campaign.
"We're trying to change the style of play, we have our young players developing with better technical ability with the ball".
For example, Alexander-Arnold, Ashley Young, Fabian Delph and Eric Dier can play in defence and midfield, while the attacking midfielders included also offer a certain fluidity.
England will play two friendlies against Nigeria (June 2) and Costa Rica (June 7) before flying to Russian Federation for the tournament on June 12.
Manchester United's Marcus Rashford - a rookie in France two years ago but now an established member of the squad - and Leicester livewire Jamie Vardy will be ready to answer the call if Southgate needs to shake things up.