"Liverpool's a massive club. I've been at Sunderland a long time and I've supported them since I was a kid so it hurt a little bit to go, but obviously Liverpool's a massive, massive club and I'm looking forward to the future, I'm really excited by it," he told Sky Sports.
And Henderson added that he was looking forward to life under manager Kenny Dalglish.
"Yeah, definitely. The manager's been there for only a short space of time and you can see how well he's done," he added.
"The players have done brilliantly as well, so [I am] really looking forward to it."