The Liverpool manager was delighted with the pair as they both scored a brace to give their side the edge in a thrilling 4-3 victory over Swansea at Anfield on Sunday
There were five first-half goals in a thrilling game at Anfield on Sunday, with Sturridge breaking the deadlock to become only the second player in history to score in eight consecutive Premier League games.
The England striker netted again before the interval, but it was Henderson - scorer of a first-half stunner - who took centre stage to grab the winner 16 minutes from time - and Rodgers offered a glowing appraisal of the goalscoring duo.
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"We've spoken to him about getting up there - in training his finishing is sublime, he works at it. But what's really pleasing for me is the second goal because we've been speaking to him about getting in the box, he's got the legs and energy to do that.
"The thing I say to those midfield players, the advanced ones, is 'can you get in that six-yard box?'
"People talking about getting in the box, I always try to get them to get into the six-yard box and that's where his goal has come from. That was a really important goal for us."
On Sturridge, who has 18 league goals this season following a cool run and finish and a close-range header, Rodgers added: "He's a natural goalscorer, great pace - a wonderful pass by young Raheem [Sterling] that gave us the first goal, and a wonderful finish.
"And the second one is an area of his game that he's been looking to improve; it was a lovely ball by Luis [Suarez] and he's finished it really well with the header.
"He just looks like he can score every game, he's got that ability, that quality."
Liverpool are now the leading scorers in the Premier League with 70 goals, but Rodgers admitted that his side have work to do defensively.
"Up until now we've got away with it," he said. "The problem is it's not coaching. Some of the situations that we concede goals in, you can't coach that.
"There's a feeling in a game of how to defend and you have to use that experience to be able to defend properly."