The Reds bounced back from their 3-1 defeat at Stoke with an excellent performance in west London on Sunday evening.
They did so with manager Brendan Rodgers absent, though he is expected to be in the dugout at Anfield.
Henderson told the club's website: "Many people could see we put in a good performance at QPR.
"We played some really good football, defended really well, scored some good goals so overall we are delighted.
"It's always good to bounce back from a defeat with a win in your next game and it was a good test of character for us.
"We just have to keep working hard and keep progressing. I definitely think we are getting better. We've just got to take each game as it comes and keep that winning mentality.
"It's another big game for us against Sunderland, who have been doing quite well of late and they beat Manchester City.
"Sunderland will always have a special place in my heart but we are confident we can do well and get the right result."