The former Sunderland youngster was on the verge of leaving the club in the summer of 2012, but has been one of the Reds' most consistent performers this term.
Henderson told the club's official website: "Obviously it's a compliment [that people tell me I'm improving] but it's what my aim is every time I play - and that is to improve.
"That's all I'm trying to do and I'm training every day and coming to work to try and improve and become a better player, so I'd have to take that as a compliment if that was the case.
"With the staff and the players around us I can definitely become a better player here, so I've just got to keep working hard and hopefully carry on improving."
The Reds are currently fourth in the Premier League.