Liverpool lost 2-1 against Arsenal at Anfield on Saturday and are currently 10 points off Champions League qualification.
Henderson said: “I don’t think it is over. There is plenty of football left.
“We’ve just got to keep working hard, try to get the right results and keep playing like we did against Arsenal.
“Obviously we’re disappointed with the result because I thought we should have gotten something out of the game.
“We played some good football, particularly in the first half, and had some good chances but that’s the way football goes.
“We’ve got a big game next week (at Sunderland) and we’ve got to try to bounce back.”
Henderson added on liverpoolfc.tv: “If we keep playing like that, I am sure we’ll get better results.
“I think we can take positives from the performance. Everyone was disappointed after the game, but I think over the next couple of days we’ll realise we did play some good stuff and created chances – that’s all you can ask for.
“We’ll keep working hard and hopefully next week will be a better result.”
