The England midfielder captained the Reds to a 1-0 victory against Blackburn Rovers in their quarter-final replay at Ewood Park.
Blackburn Rovers 0-1 Liverpool
The FA Cup
Sixth Round Proper replay
Wednesday 8 April 2015
Ewood Park, Blackburn
Liverpool receive £360,000 from prize fund
And when Philippe Coutinho fired home a second-half winner to set up a semi-final against Aston Villa, Henderson could not hide his relief.
"It was a really important game for us today," said the former Sunderland man.
"I think everybody has been a bit disappointed with our performances and results over the last few games.
"We showed great character and we knew that coming here they would make it difficult for us but from start to finish I thought we were brilliant.
"We’re going to Wembley again and I’m sure that will be a tough game because they’re [Villa] a good side but it gives everyone a lift.
"We controlled the game and when we’d gone 1-0 up and they were chucking everything at it, our defending was fantastic so great credit to the lads really."
Henderson also paid tribute to match-winner Coutinho, after helping to set up the Brazilian forward for his goal with a neat exchange of passes.
"Philippe has got a great football brain and the easy bit is just giving him the ball," added Henderson.
"He finished it fantastically well, it was a great strike. It was a little bit of brilliance from him and it’s won us the game.
"Hopefully now, we can really kick on in our last seven games in the Premier League and the semi-final."