The Reds defeated Saints 3-0 on Saturday.
"I think the win was really important with the break coming up," Henderson told liverpoolfc.com.
"Coming here we knew it would be a very difficult game for us and it was a really important game for us to stay up there at the top 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 and we knew at some point we would have to deal with some pressure.
"But I thought we handled them quite well. They had a few chances and Simon [Mignolet] made a great save, but I think in the second half we dealt with it better and created good some good chances."
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