Henderson told the club's official website: "It was very disappointing. We came here for confidence and to get a result and we didn't manage to do that, so we're very disappointed.
"Throughout the game I thought we dominated the ball but we didn't really get in behind them or create many chances. We had one or two through Philippe Coutinho and Martin Skrtel from the corner. But overall we're disappointed not to get something out of the game.
"I felt as though we started the game well and we quietened the crowd down, kept the ball. But the ball wasn't the problem, we were dominating the game through possession, but it was just getting that final third and creating an opening. We struggled with that, so we'll have to improve on that and kick on for the next game."
The result leaves Liverpool seventh in the table, 12 points behind leaders Chelsea.