The Reds dominated at Anfield - Steven Gerrard having a penalty saved by Ben Foster - but were stung by goals in the last nine minutes from Gareth McAuley and Romelu Lukaku.
That ended a run of three successive home victories, in which they had scored 12 and not conceded, and came after encouraging back-to-back draws against Arsenal and Manchester City in their previous two matches.
With the confidence bubble burst and hopes of a top-four finish in tatters, trailing Tottenham by 12 points with a dozen games remaining, Henderson believes a return to European action can provide an important boost.
"We just have to keep going, keep our heads up and bounce back from this," the England international said ahead of the trip to face Zenit St Petersburg.
"We just have to stay positive and think about the next game now which is Zenit in the Europa League on Thursday night.
"We know the European game is important as well but I think every game is important to be honest.
"We will keep improving and make sure we keep going in the right direction.
"Hopefully we can improve, get some better results in the league and look to close that gap.
"We have to take each game as it comes and play well every week and hopefully we will get better results."
- Sports & Recreation
- Gareth McAuley
- Steven Gerrard