Mata scored from the spot in the 3-0 Carabao Cup win, with Henderson making a crucial save at 1-0.
Mata said, "It was very important because it was 1-0 at that moment.
“He did a great save and someone else saved the ball on the line and I think we did fine. We attacked and defended goals.
“To be honest, we have not been training together for too long after a difficult pre-season. Now it's important to get the rhythm back, to get the confidence and, of course, the confidence comes with results."
He added: "We did a professional job today. We didn't concede a goal and scored three. At times, we played some good football. It's job done tonight; it was important to win after our first game in the Premier League, which we know wasn't good enough. Now with this victory we go to Brighton [on Saturday] better."