Liverpool missed the cutting edge provided by £12million January signing Sturridge, who was sidelined with a thigh injury after scoring four goals in six appearances.
"Daniel is a quality player and everyone has seen that since he's come in," said Henderson.
"You obviously miss good players and that was the case.
"We're all very disappointed. We had a few chances in the game but we just couldn't take them.
"We just have to stay positive and concentrate on the next game.
"The manager didn't have much to say after. We all know we didn't play particularly well but we have to move on."