Having lost the decider against Real Madrid the season before and also finishing one point short in the race for the Premier League title in the 2018-19 season, Jurgen Klopp's side were no stranger to falling short of silverware.
Against Tottenham however, the Reds made sure to get the job done with goals from Mohamed Salah and Divock Origi sealing a fairly comfortable victory in the final last year.
The victory was a long time coming for Henderson and his team-mates, with the Liverpool skipper admitting the side's previous failures left them in a good position to beat Spurs.
"It was an accumulative thing, if you obviously look at Madrid, the league that season, if you look further back to the league finals and League One finals that were lost as well," Henderson told BT Sport.
"So if you look back there were a few moments where we've been through those tough times together. We always responded in the right way and we always kept going and kept improving so I knew after the last game of the league, I knew it would in some way help us going into the final to make sure it wasn't going to happen again.
"Certainly the Madrid game, you learn a lot from playing in finals and especially a Champions League one. I felt we learnt a lot from that Madrid game."
After Liverpool's Champions League win was confirmed, Henderson was filmed enjoying a heart-warming embrace with his proud father.
While somewhat embarrassed to have been filmed at such an emotional moment, the midfielder feels it highlighted what football is all about.
"It was just something that happened," Henderson said. "Would I have preferred the cameras not to be there? Probably so you couldn't see us crying!
"But at the same time I think that's what football is all about, the emotion, the passion that I have for football, that my dad's had over the years, what he's gone through for me to get me where I am. So then to see him so soon after the final whistle was an amazing moment and one I'll never forget."