The midfielder was withdrawn after colliding with Aaron Lennon, but he insists he has not suffered a serious injury.
"I was all right. I was fine, I don't know, maybe the gaffer thought I was hobbling about a bit. But no, it's fine," Henderson said.
Asked to elaborate on the 3-0 win, Henderson said: On the impressive manner of the victory against the Clarets, which took the Reds on to 12 points from four Premier League fixtures this term, the No.14 continued: "I thought we did the dirty bits really well.
"I thought we coped with them really well. Going forward we looked good at times and scored some brilliant goals. It was a really good performance."