Goals from Luis Suarez, Raheem Sterling and Steven Gerrard gave the Reds a comfortable victory and three points that lifted them into second place in the Premier League table, four points behind leaders Chelsea.
"The win was really important with the break coming up and we knew it was going to be a difficult game for us to try and stay up there within the top," Henderson told the official site. "So we're over the moon with the three points and the performance.
"We knew we'd come under pressure at some point, because they're a good team with good players, but I thought we handled them quite well.
"It was really important for us to get a clean sheet. We've been disappointed with some of the goals we've conceded over the last few weeks and have worked on it in training, and I think you could see that."