The 23-year-old midfielder established himself as a first-team regular under Bruce before securing a move to Liverpool in 2011.
And Henderson praised the former Manchester United defender but says his only focus is ensuring Liverpool take all three points when they visit Hull this weekend.
"I was at Sunderland with Steve Bruce, who I thought was brilliant for Sunderland and me personally," Henderson said.
"I've got a lot to thank him for but hopefully we beat him on Sunday.
"I'm sure he'll have them ready and raring to go on Sunday. It will be a very difficult game, so we need to make sure we're right on it from the start."
Henderson believes there is still more to come from Liverpool this season but insisted they will be guarding against complacency against Hull, who lie in 13th place in the Barclays Premier League.
"I think we're doing okay but we can still improve and keep pushing on," the midfielder said. "Hopefully, with a few wins, we can push even higher.
"We're trying to work on the mistakes that we make in games - hopefully we can put them right for the next game on Sunday.
"I know Steve Bruce well and he will have Hull ready for it.
"They are a very solid team with a physical presence. They will be up for it against a team like Liverpool and it certainly won't be an easy game.
"We just have to look at ourselves and make sure we do the right things.
"We are second in the league and we have to make sure we continue in the way we have started the season. We've got a big squad so hopefully we'll be able to deal with any injuries or suspensions."
Hull v Liverpool is live on Sky Sports 1HD this Sunday at 1pm