Henderson - who is set to become the first Liverpool skipper since Graeme Souness in 1984 to lift the title and the European Cup.
He told Liverpool's official website: "That was a big factor.
"All of those things you sort of learn from and it gives you even more hunger to put things right and improve.
"Every time we have faced that adversity we have bounced back in a really good way.
"It was just a case of continuing to do that and we knew the time would come where we'd manage to win something. Thankfully it came last year."