However, rather than spending too much time celebrating the win, Henderson has called on the first-team squad to focus their attention on replicating their efforts at Estadio do Dragao on a regular basis.
The 27-year-old is quoted by The Mirror as saying: "We have to do that more often. I thought the lads, the whole team, were brilliant from start to finish. That should be normal for us.
"You have to keep that going in the Premier League and in this competition. There is another leg at Anfield to finish the job off so there is a lot we need to do to improve but this was a good step.
"I thought we started the game really well, very aggressive, very brave. We pressed up high to get the ball back. We defended well and with the quality we have going forward, we were clinical as well."
Liverpool do not return to action until their Premier League fixture with West Ham United on February 24.