The skipper scored the opener before setting up Roberto Firmino’s winner in Thursday’s 2-1 victory at Wolves.
It moved the Reds 16 points clear of Manchester City and extended their unbeaten league run to 40 games. They have not lost in the top flight for 12 months.
And after the victory at Molineux, Klopp praised Henderson’s impact.
He said: “His goal was incredible and that is just another side of his outstanding shape at the moment. He played an unbelievable game again.
“He was really shouting at everyone, keeping them on their toes, but it’s not about the shouting it’s about what you say.
“He only asks for things he expects from himself as well. We couldn’t be in the situation we are without these kinds of characters.”
They could lose six of their final 15 games and still be crowned champions but Klopp said thinking about any defeats makes him sick.
He told BT Sport: “I understand 100 percent what you’re talking about but it’s over when it’s over, not before, so why should we really think about it?
“Only the question…the message ‘you can lose six games’, I could vomit when I hear that to be honest.
Liverpool lost Sadio Mane to a hamstring injury in the first half and rode their luck after Raul Jimenez made it 1-1 after the break.
Alisson saved well from Jimenez and Adama Traore as Wolves pushed the leaders close.
Boss Nuno Espirito Santo said: “It was a good performance and a very good game. We were organised, we created a lot of situations and we kept going.
“The result is a consequence of all these things. Defensively we were organised and we played well.
“It says a lot of what we’re trying to do for the future. We’re going the right way.”