Goals from Roberto Firmino, Sadio Mane, Mohamed Salah and Daniel Sturridge gave Jurgen Klopp's side a stunning and fully deserved victory in Sunday's clash.
The Gunners, who have now lost by four or more goals on four occasions away to Liverpool in the Premier League, failed to register a shot on target in what was a listless performance that prompted some travelling fans to call once again for manager Arsene Wenger's sacking.
Speaking afterwards, Henderson appeared to underline the difference between the teams when he highlighted the importance of Liverpool's work rate.
"I thought we did very well, started well again, Arsenal had periods with the ball but I always felt we were pretty solid and defended well as a team," he told Sky Sports.
"We forced them into areas we wanted them to be and we were devastating on the break. We're delighted with the performance.
"You've got to have talent, and we've got that in abundance, but you've got to have the heart and desire to match and if you do that, you've got half a chance. We have to continue that for the rest of the season."
Liverpool have taken seven points from their opening three league games and Henderson believes they will get better with every performance.
"You've got to be right on it in the Premier League and I feel as the games have gone on, we've got better and better. Our fitness levels have been great and a lot of that's down to pre-season," he said.
"I felt we controlled the game everywhere, I probably should have done better with the one-on-one but I'm delighted with the lads and you get your just rewards at the end.
"I think we can always improve and I thought we were solid, they might have had some half-chances but I felt we controlled it defensively and going forward.
"We try to make a statement every game we play. We've got to carry that on, every single game, every competition."