Henley stands as one of the few bright points in a troubled start to Berg's reign at Ewood Park.
The 18-year-old right-back has started all eight games under Steve Kean's successor, building on a breakthrough season last term that saw him feature in a shock win over Manchester United at Old Trafford in the Premier League.
Henley penned a new long-term deal to keep him with Rovers until 2017 last week and Berg is confident there is plenty more to come from the Wales Under-21 international.
"I think he's done really well," he said.
"We've seen him do really well at Old Trafford and Anfield last season, at Stamford Bridge last season. Since he came back into the team he's showed that those games were not a fluke.
"There's no doubt he is a talented young right-back. He's only 18 and, of course, if he keeps playing well he will stay in the team and he can look to progress.
"We are very happy to have signed him on a longer contract. We want to make sure we keep the players that we can improve on and make them even better.
"If somebody comes in they will have to pay a lot of money to get him."