The Reds defeated Arsenal 3-1 on Saturday.
"We knew if we did the right things, played to our strengths, defended really well and were clinical in front of goal, then we'd hurt them," Henderson, who made his 100th Premier League appearance as captain, told liverpoolfc.com.
"We managed to do that, so overall it was a really good performance.
"If we want to be really critical, we're disappointed with the goal. I should have cleared it on the edge of the box.
"But we've got to be delighted with the three points, it's tough in the Premier League. Another great performance."