Saturday's 3-0 victory at Southampton - the only side to have won at Anfield this season - extended their winning streak to four matches, seeing them climb above Manchester City and Arsenal into second.
"We have just got to keep our feet on the ground," England international Henderson said.
"We are very confident but at the same time there is a long way to go so we've have just got to take each game at it comes.
"We've got some quality players here and are working very well, so we will take each game as it comes and see where we finish."
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