A violent altercation took place between the two sides following Danny Rose's reaction to receiving racist abuse from a hostile Serbian crowd, which saw the Sunderland player given a straight red card.
Henderson told the Football Association's official website that England players were subjected to a range of abuse and urged UEFA to take quick action.
The Liverpool midfielder said: "There was also stones, coins and seats getting thrown at us. I didn't understand why Danny Rose was sent off at the end, we want UEFA to deal with this in the right way.
"There was a lot of racist abuse out there from the stands and a lot going on after the game, which is hard to take for the players.
"The players coped with the abuse really well. It's not nice, they kept their heads and were professional. I thought our players were brilliant and conducted themselves very well."
Stuart Pearce confirmed after the match that the Football Association have reported Serbia to UEFA and are awaiting disciplinary action to begin.