The Three Lions went down 3-1 to the Dutch in extra-time of the UEFA Nations League semi-final and, as a result, will play Switzerland in Sunday’s third-place play-off, with the Netherlands going on to face hosts Portugal in the showpiece final later that evening.
The loss to Ronald Koeman’s men was made even more frustrating for England fans given that two of the goals resulted from defensive errors.
John Stones and Ross Barkley were guilty of giving away possession in dangerous areas on Thursday, and on both occasions the Dutch ruthlessly exploited their mistakes.
Henderson dismissed suggestions that England should abandon their policy of playing out from the back and thinks the Three Lions will ensure they do not make similar errors in the future.
“Mistakes will happen in football, it's just how you deal with it and react. Everyone has made mistakes and big mistakes in football, that's part of the game and part of the sport,” the 28-year-old told Sky Sports.
"I'm sure the lads who made mistakes the other night will react in the right way and they will be better for it in the long term.
"Now we want to concentrate on moving forward and I don't think by any means the other night it was a terrible performance. We were a centimetre away from winning the game against a very good Holland side
"I don't think it’s all doom and gloom, we are by no means the finished article and there are a lot of things we can improve upon and get better at.
"We have a year to do that before the Euros. I am very positive for the future.”
Stones in particular was heavily criticised following his mistake which led to Kyle Walker’s 97th-minute own-goal, but manager Gareth Southgate has also come out in support of the Manchester City defender.
“I know he is going to get criticism, but he’s had a difficult end to the season in that he was not playing regularly at his club,” said the Three Lions boss.
"We still think he has been our best centre-back. He has huge qualities and huge potential to be a top player,” Southgate added.