The Reds were sloppy throughout the encounter and were ultimately punished through late goals from Lorenzo Insigne and Fernando Llorente.
"I felt we played some good stuff, it was just the final bit I felt we were missing today," Henderson told BT Sport after the final whistle.
"At home Napoli are a good side and they are going to create some good chances. You've got to be prepared to defend as a team, which I felt we did.
"We won some great balls in midfield and counter-attacked really well, but it was just that last little bit – and obviously the mistakes for the goals – that we need to improve on.
"Overall, we can be better of course. We'll take responsibility, we'll move forward and try to react in the right way."