Luis Suarez and Henderson put Liverpool 2-0 up at the Emirates but Olivier Giroud and Theo Walcott hit back with two quickfire second-half goals to level it up.
Henderson admitted there was some disappointment in the Liverpool changing room because they had let a two-goal lead slip - but insists that overall the mood was "positive."
"It was a good game of football. I thought we played well at times but we had a spell when they scored two goals when we were under pressure," he told Sky Sports.
"But overall I think we've got to go away positive, it's a good point - Arsenal are a good team.
"I think we've got to be happy but having gone 2-0 up, we're a little disappointed to have conceded two goals so quickly."
Henderson has now scored two in his last two games and after a difficult start to his Anfield career he admits he is finally enjoying himself.
"It's nice obviously to be getting chances and scoring as well but I think the team is helping me get in some great positions because of the movement of Luis Suarez and Daniel Sturridge," he said.
"I think as a team we're playing quite well at the moment. We've just got to keep going and keep pushing up the league."