The Reds have shut out their opponents in six of their last seven matches, with Gomez starting all of those games in the absence of the injured Joel Matip and Dejan Lovren.
"It wasn't that long ago there was a lot of focus on our lack of clean sheets," said Henderson.
"I can tell you now that mattered to all of us, not just the defenders. Our expectation of ourselves was to do better in that area and we have seen an improvement. But we don't feel content about it - we want more.
"Set a standard, meet it, then look to exceed it. Never stop focusing on what we can do better. That's our mantra.
"An individual who has embodied that recently for us has been Joe Gomez.
"The start to his season wasn't straightforward. He had setbacks to contend with and challenges to face.
"We all know what a massive talent Joe is, but at this level it's also about perseverance. It's meant the world to all of us to see how he's stepped up yet again and is playing with such confidence and control.
"Joe isn't someone who is bothered about individual praise and he'll be the first to say that, in terms of contribution to the team, he has even more to give.
"But I think his situation is a great example to any player that hard work and only hard work is the path to achieving something special - be it as a person or a team."