The Liverpool captain remained at Melwood while his team cruised to a 2-0 victory over the south coast club.
Henderson is now fit and ready to face Porto in the last-16 of the Champions League in Portugal on Wednesday night.
Klopp said: "It was a difficult decision to rest him against Southampton, especially because we flew on the day of the game and anything can happen.
"We had Ben [Woodburn] in the pocket, if you want. We were in the hotel for one hour and the Doc came to me and said I had to go into the room to see Emre because he has stomach problems… 'What!?' I didn't feel too good in this moment! But everything went well and it was OK.
"It was good for Hendo so he could do a few really important things at Melwood. In this game, at 2-0 up, we could have played him for the last 20-25 minutes, but then it's not exactly what we need. He could train properly and it was better for him."