The England international has admitted the Reds must improve at the back if they are to succeed on their quest for a Champions League place for the first time in four seasons.
Despite taking seven points from a possible nine in the Premier League in 2014, Liverpool have conceded five goals in their last two games and had to comeback from two goals down to rescue a point against a spirited Villa side at Anfield.
Henderson says he has been impressed with the Reds compared to last season, adding that they are still in with a great chance of a place in Europe's elite next season.
He believes it is the whole team that must improve on their defensive responsibilities, and not just the leaky defence and goalkeeper.
"It's not just about the back four and the keeper, it's the whole team. I'm sure that's something we will work on," Henderson told the Liverpool Echo.
"We're disappointed. We set such high expectations here. We want to go into every game and win it.
"Unfortunately, we couldn't do that, but the good thing is that from 2-0 down, we showed our character and our fight,"
Liverpool are 12 points better off in the Premier League table than at this stage last season and Henderson admits the character of the team this season has been a big improvement.
"We showed that we didn't want to be beaten," added the 23-year-old. "Villa beat us 3-1 here last season, and we were beaten away to Stoke last season. If you look at it that way, it's an improvement."