The Reds headed into the match in impressive form, having won each of their last five games and gone seven without defeat in all competitions.
Much was therefore expected of Jurgen Klopp's men at Anfield this evening, but they could muster just three shots on target across the 90 minutes - compared to their opponents' one attempt - as they missed out on the chance to climb to the top of the Premier League table.
"We are frustrated. We didn't play to the level we are capable of," Henderson told BBC Sport. "We didn't create many clear-cut chances and we could have been a little more decisive.
"We didn't start the game great but we grew into it. I felt we dominated the second half but didn't create that clear-cut chance. I am not sure if it was nerves but maybe we tried to force it. At the end of the day we kept a clean sheet, they came and did a job."
Liverpool, who are now fourth in the table, return to action next weekend with a home match against West Bromwich Albion.