The Reds were defeated 3-2 by the Swans at Anfield on Saturday, on an afternoon as disappointing as any in 2016/17 to date.
There were poor individual performances everywhere you looked, and Jurgen Klopp made some glaring errors with his team selection.
Henderson was left feeling flat by the defeat, but he says bouncing back now becomes the order of the day, as he refuses to give up on the title.
“No-one knows that (their title chances are over), we’ll find out at the end of the season,” Henderson told BT Sport.
“But it’s how you react after defeats, that’s how you can show character, show your spirit and show how good you are as a team in the game after.
“The next game is very important for us, and we need to react in the right way. One defeat doesn’t make you a bad team, we’ve still got a lot of confidence in the squad.
“When we went 2-0 down you could see we still felt as though we could get back in it, which we did.
“But maybe we were pushing that bit too much for the third and we needed to be a bit more patient, [but we] got done on the counter.
“So, we’re very disappointed but the games come thick and fast and we need to be ready for the next one.
“We still feel very confident as a team, we’ve got brilliant players and we just need to keep going the way we have.
“[We need to] learn from today, because there were a lot of mistakes out there, and make sure the next game we put in a better performance and get a better result.”
It has been a bitterly disappointing January for the Reds, as they continue their search for a first league victory in 2017.
There is now understandable concern at this current slump, with legs looking weary, key men not fully fit and rivals looking ominous.