The Reds are on the verge of the title, which they could seal within two matchdays.
They are 25 points clear of Manchester City who are in second place.
The Premier League is likely to resume in mid to late June after clubs started close contact training.
"Of course it would feel different because if you win any trophy and receive it without any fans there, it would be pretty strange," said Henderson, per The Guardian.
"It is still not over. We still have work to do and we still need to perform at a high level right the way until the season finishes because we want to finish as strongly as we can to make sure it is a full season.
"After that, whether we win it or whatever, then [receiving] the trophy and the fans not being there ... you just have to deal with it when it comes.
"Whenever fans are allowed back into the stadium, I am sure we will have some sort of celebration together."