The Reds have not been able to train together or play any games due to the COVID-19 outbreak.
They are not sure when the Premier League will resume, but everyone is in contact with each other through the instant messaging app.
Henderson told the club's website: "We've got a big WhatsApp group and things are getting fired in quite often, so everybody's sort of staying in contact and chucking different videos in and different challenges that we can do.
"There has been a lot of contact with the lads because normally we're spending every day together and travelling together and all sorts of stuff.
"To not see each other for a long period of time is strange, especially at this time of the season. But at the same time, when we have the off-season, again, it's pretty similar to that.
"It's just the time that we're at and the stage that we're at in the season that it is a little bit different. Now we're in the house and you can't really do anything else, it is a bit strange."