Henderson struck 16 minutes from time at Anfield to wrap up three points for the hosts in a captivating clash that saw Swansea fight back from 2-0 and 3-2 down to level.
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The former Sunderland man had scored Liverpool's second with a stunning strike from distance and, while his winner was less pleasing on the eye, he claimed it was much more important.
"The second one was pleasing because I've been trying to arrive in the box a lot more, and to find the back of the net then was very pleasing as well," he told the club's official website.
"It was a good goal and that's probably the most important one I've scored here."
Henderson has four goals from 32 appearances this season having become an established starter under Rodgers this season.
With the 23-year-old touted as a potential member of Roy Hodgson's England squad for the World Cup, Henderson believes that he still has improvements to make.
"I've still got a long way to go and a lot to do to improve my game. Goals are one, but there are a lot of other things," he continued.
"I'll just continue to do what I've been doing and work hard in training. Hopefully I can keep improving."