Thiago made the comments in a documentary on the Reds midfielder.
While speaking about his experience of playing alongside Henderson since he moved, Thiago said: “He brings to us this intensity that the team needs at some points of the game. He's intense the whole game.
“He's one of the best midfield players I've played with in my life."
The 32-year-old Henderson has captained Liverpool to six major during his tenure as captain, while only Jamie Carragher and Steven Gerrard have made more Premier League appearances for the Reds than Henderson.