The Reds dominated their opponents and now sit second in the league, two points behind leaders Arsenal.
Henderson, who scored the second of the match just before half time, was delighted with the win, but urged his teammates not to get complacent.
"It was fantastic. We knew we had to come here and play well and it was unbelievable," he told BBC Sport.
"We need to keep on going. We have got a big game against Cardiff and we have to focus on that."
Liverpool host Cardiff City at Anfield next weekend.