The 23-year-old made a rare Premier League start against Crystal Palace on Wednesday.
Henderson produced a fine stop to deny Jordan Ayew in the 0-0 draw.
Asked about the save, Solskjaer said: "That's a Man Utd goalkeeper, sometimes you have to keep concentrating.
"He's growing in that position. I thank him for one point and not zero."
David De Gea missed the clash due to 'personal reasons' and Solskjaer wasn't keen to talk about the situation after game.
On when David de Gea will return, he added: "That's a private matter. It'll take the time it takes."