Henderson has thanked Leicester City boss Rodgers for the role he had had on his development and for handing him the captain's armband five years ago.
After Steven Gerrard left the club in the summer of 2015, Rodgers appointed Henderson as the new club captain.
"I think on the outside Brendan probably isn't given the credit he deserves for the role he played in our journey as a club," Henderson said, in his programme notes ahead of Sunday's clash against Aston Villa.
"But I know on the inside, from people who know and understand, it's hugely appreciated. You only have to listen to our gaffer now speak.
"When Jürgen says one of the biggest things that attracted him to come to Liverpool in the first place was because it was an outstanding team, in great shape, you realise how important Brendan was.
"He made me captain and it was a brave choice. I was young still and I'm sure he could have picked other candidates who were more experienced.
"Whatever he saw in me that made him think I was worthy of that honour I don't know, but I couldn't be more thankful.
"Again, Brendan is a person who invested a lot of time and energy into me as a professional and I learned so much from him and his staff at the time."