The Reds overcame a resilient and spirited Cardiff side, being forced to penalties after being held 2-2 come the end of extra time.
Kenny Dalglish’s charges therefore ended their six year wait for silverware after Steven Gerrard’s cousin, Anthony Gerrard, missed the vital penalty for the Championship side to hand them a 3-2 shootout win.
Henderson joined the Anfield club from Sunderland, for a fee believed to be around £18 million, last summer, and he now hopes he can add to this cup success with many more at Liverpool.
“It is obviously a great feeling,” Henderson told Sky Sports News. “I will never forget the achievement that we achieved yesterday so it was a massive day for everyone involved and one we will never forget.
“It was an amazing feeling, a great day and it is hard to put into words, but it was an emotional feeling after the game and hopefully there will be many more."