The Merseyside outfit sit at the top of the Premier League table following three 1-0 victories, but Henderson believes that special mention should be made of the fact that they are yet to concede a goal in the league.
"Defensively, we have looked very solid," the Liverpool Daily Post quotes Henderson as saying. "Sometimes you have to dig results out and we have done that.
"Up front, Daniel [Sturridge] has been brilliant for us. He has been outstanding ever since he joined the club. He is scoring goals and hopefully he can carry on doing that for us.
"But the clean sheets have also been really pleasing. We were solid at the back in our opening two matches and it was the same again against [Manchester] United."
The Reds will take on Swansea City on September 16 when the international break comes to an end.