The Fury went down 2-0 to the Jets at EnergyAustralia Stadium after experiencing just one loss in the past ten weeks and Henderson says the team will use this week's international break to get their heads right before making up for the loss against the Central Coast Mariners at home.
''We've had a talk about it this morning and it's just one of those things, it was a bad day at the office,'' he said.
''We've had a good last 10 weeks, we've been pretty decent but it's pretty disappointing we're going into the break at the foot of the table.
''We've got time to get our heads right.
''We could have been sitting fifth or sixth on the table but it's not to be and we're disappointed obviously.
''You want to play as soon as you can but we've got a break and we've got to deal with it.''
Henderson said he and the players were looking forward to some home support in their next match and are keen to pick up some more points and make a climb up the A-League table.
''It will be good to clear our heads, see our families and things like and then come back next week, firing and ready to go,'' he added.
''Our last result at home was a win.
''We're going to have some supporters behind us so it's going to be very important that we pick up some more points, especially at home.''