Three successive wins have lifted the Reds back into second place in the Premier League table - two points adrift of leaders Arsenal.
A 5-0 mauling of Tottenham Hotspur in their latest outing put down a serious marker to their title rivals, with the result ultimately costing Spurs boss Andre Villas-Boas his job.
Building on that success and maintaining momentum into the New Year is now the challenge facing Brendan Rodgers' troops.
Henderson is convinced that they can do just that, despite having testing fixtures against Cardiff City at home and away trips to Manchester City and Chelsea to come before the turn of the year.
The England international told the club's official website: "We have got to go in with a lot of confidence.
"We've got Cardiff and I'm sure that will be a difficult game, because they have just beaten West Brom at the weekend.
"They will make it difficult for us but we need to make sure we're on it straight from the start again. Then there are a couple of difficult games after that but we'll go into them very confident."
On the Spurs hammering, which saw him net his first league goal of the season, Henderson added: "It was brilliant to play in. I thought we dominated the game from start to finish.
"We were under pressure a couple of times, but we dealt with it really well defensively. We kept the ball really well and scored some brilliant goals.
"I've been trying, I need to work on chipping in with a few goals to help the team out. Thankfully I got one and hopefully I can get a few more."