The midfielder was part of the team which slipped to a narrow 2-1 defeat against Italy in their opening match of Group D on Saturday.
But Liverpool ace Henderson feels there are more than enough positives for Roy Hodgson and the squad to take back to their World Cup base in Rio after the match in Manaus.
Jordan Henderson was in the starting line-up to face Italy
"What we will do is keep confident, keep believing and look forward to the next game," he said.
"I felt as though we gave it everything and we worked really well as a team.
"Going forward, I thought we were brilliant, especially in the first half. I thought we counter-attacked really well and obviously got the goal.
"In the second half, I thought we dominated with the ball, dominated with possession and penetrated with the passing and runs in behind, with a few chances.
"So it was disappointing [to lose] but we gave it everything we had."
One performance which caught Henderson’s eye was that of his Liverpool team-mate Raheem Sterling.
The 19-year-old winger, making his first competitive start for the Three Lions, was a threat to Italy throughout and Henderson was pleased with the contribution from the Anfield starlet.
"We didn't know he was going to start until today," revealed Henderson.
Henderson has a shot blocked by Mario Balotelli
"We didn't know the team, but there were no surprises that Raheem started because he has been brilliant in the games and brilliant in training.
"I think he was outstanding. He got on the ball, was confident taking players on and played a big part in the goal."
And Thursday’s match with Uruguay could see another Anfield reunion for Henderson and Sterling, with Reds striker Luis Suarez part of the South Americans’ squad.
Suarez missed Uruguay’s shock 3-1 defeat against Costa Rica on Saturday as he continues to recover from knee surgery last month.
But he could be involved in Sao Paulo when the sides meet on Thursday and Henderson says England will be ready to face Uruguay regardless of whether star-man Suarez is involved.
"If Luis doesn't play, it is obviously a positive because he is a fantastic player," he added.
"But I am sure he is champing at the bit and doing everything he can to be fit for the game."
