The Scottish manager wants a good reception for the young midfielder if he makes his debut against his former club and predicts a tough game against strengthened opponents
Henderson could make his debut against his former club, with fans still disappointed at his summer exit.
Dalglish told The Liverpool Echo: "Jordan is one they've lost, he's a good player who they would have been understandably reluctant to let go.
"Sometimes as a manager you've got to be philosophical and say if a player wants to go we should let him leave. I don't think [Sunderland fans] will have any animosity towards Jordan.
"Sunderland will be a difficult fixture. There's been a major turnaround of players there over the summer.
"We'll need to do a bit of revision and see which players Steve [Bruce] has brought in and let go. Their team will be very different to the one we faced back in March."Luis Suarez could be considered against Sunderland after returning from an extended summer break after helping Uruguay to Copa America success.
Liverpool will be without captain Steven Gerrard, however, who is unlikely to feature until September following groin surgery.