Jurgen Klopp's side have failed to score in three of their past four matches in all competitions with back-to-back goalless draws in the Premier League away from home after last weekend's stalemate at Manchester United.
Mohamed Salah could not convert the best chance of the game as Jordan Pickford made a big save to deny the forward, making amends for his stoppage-time error in Everton's December derby defeat at Anfield.
And Henderson cannot put his finger on what is going wrong in front of goal for Liverpool, who destroyed Watford 5-0 on Wednesday.
"Could be a number of things," the Liverpool captain said to Sky Sports . "We created good chances but need to be more clinical and come away with one or two nil as we defended well as a team.
"United away and Everton away are tough and you can't win by four or five every week. We take the positives and keep going, we're still in the race and keep going to the end.
"Listen, at the end of the day we expect high things and want to win these games but it's football. We got a point in both games and we have to keep going to the end, there's lots of football to play and we have to keep going. We have belief and have to keep going and see where it takes us.
"Obviously we are disappointed because we wanted to come and get the points but we knew it'd be tough and frantic at times. We created enough chances to win the game and defended well.
"The big man [Virgil van Dijk] and Joel [Matip] defended well but we're disappointed. We want to win every game and we defended well and need to be more clinical."
17 - Alisson has kept 17 clean sheets in the Premier League this season – the most by a keeper in their debut season in the competition since Jose Reina in 2005-06 (20). Wall. pic.twitter.com/c0V8757uvo— OptaJoe (@OptaJoe) March 3, 2019
Van Dijk, however, insisted Liverpool had done enough to beat Everton, who are now without a derby win against their rivals in 19 attempts across all competitions.
"I think we deserved it, based on the chances, the three points," the centre-back said to Sky Sports .
"It says a lot they celebrated like that but we are disappointed and had chances, didn't take them, but we go again. I like this kind of game but we came for three points and didn't get it, time to recover and be ready for the next game.
"Our next game is next weekend, that's the only thing we focus on right now. Everyone wants to be top of the league but it is how it is and we can't change that at the moment. We just have to keep winning games."