After he signed a three-year deal with the Hammers on Monday, he is again expecting tough competition for the No.1 jersey.
"I have loved every second since I came to the club," Henderson told Sky Sports.
"Marge (Martyn Margetson) and Rob (Green) have been brilliant to work with and I can't wait to come back in pre-season and show that I am capable of playing at this level.
"The manager (Sam Allardyce) gives the players the confidence to go out and do the business and I am very proud to be a part of such a huge club.
"I appreciate that I'm still young but I am very confident in my own ability and come the start of the season I will be pushing as hard as I possibly can to earn that spot."