The Reds suffered a 2-0 loss to Serie A side Napoli in their opening Champions League group-stage fixture in Naples on Tuesday night.
Liverpool FC were the better team in the second half but Jurgen Klopp’s men were unable to make the most of some clear-cut opportunities.
The visitors paid the price when Dries Mertens scored from the penalty spot after Andy Robertson’s poorly-timed challenge.
A rare Virgil van Dijk mistake coupled with a mix-up between Adrian and Robertson then allowed Fernando Llorente to double the home side’s lead in added time.
Liverpool FC have only managed to keep one clean sheet in seven outings in all competitions so far this season, despite finishing with the best defensive record last term.
Henderson vowed that Klopp’s players would look to respond in the right way against Chelsea FC in their next Premier League clash at Stamford Bridge on Sunday.
“I felt we played some good stuff, it was just the final bit I felt we were missing today,” Henderson told BT Sport.
“At home Napoli are a good side and they are going to create some good chances. You’ve got to be prepared to defend as a team, which I felt we did.
“We won some great balls in midfield and counter-attacked really well, but it was just that last little bit – and obviously the mistakes for the goals – that we need to improve on.
“Overall, we can be better of course. We’ll take responsibility, we’ll move forward and try to react in the right way.”
Liverpool FC won the Champions League title last season thanks to a 2-0 victory over their domestic rivals Tottenham Hotspur in the Madrid showpiece back in June.
The Reds signed Sepp van der Berg, Harvey Elliott and Adrian in the summer.
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