The 22-year-old midfielder scored in the 1-0 victory at Udinese to ensure his team's passage to the last 32 of the competition.
It was only Henderson's third goal in 65 appearances for Liverpool since his £16m switch from Sunderland and it could not have come at a better time.
"It is always nice to get goals and it was a good moment for me to score," he said.
"I have missed a few good chances in games so it was nice to put one away and hopefully I can keep scoring from now on.
"I have always tried to improve my goalscoring. Even when I've been getting good chances of late I've not put them away so I started to think I need to score and I've managed to do that so I'm happy.
"I think if you score goals then it does give you more confidence.
"You have to keep working hard, keep doing the things you have been doing and it will pay off in the end.
"I think everyone is delighted with the performance and the result and for me, personally, I am delighted with the goal."
Henderson is pleased Liverpool have advanced to the last 32, but now wants to turn the focus to Sunday's Premier League game at West Ham United.
He added: "I think we are going from strength to strength every week and we are improving.
"It is important for Liverpool to be involved in the knockout stages of European competition.
"When February comes (and the competition restarts) we will have improved a hell of a lot and we can kick on from there but our main focus now is Sunday against West Ham.
"Hopefully the win will give everyone confidence going into that game."
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