The Merseysiders qualified for the Champions League with a 4-2 second-leg win in their qualifying game on Wednesday before putting Arsenal to the sword.
"As the games have gone on, we've got better and better. The fitness levels have been brilliant and a lot of that is down to pre-season," Henderson said.
"I thought we did very well. Arsenal had periods with the ball but I always felt we were pretty solid and defended well as a team."
"On the break we were devastating. We are delighted with the performance. I felt we controlled the game everywhere, we were brilliant and worked so hard," he said.
Klopp was pleased that his team had come through their first test of their ability to combine midweek European action with, on paper at least, a tough Premier League test.
"We need to learn we can do things like this on three or four days. We wanted to show it today and prove it ourselves and be spot on from the first second. We wanted to show our ambitions against a very strong side. The performance was perfect and the result is the result of the performance," the German said.
"We were very good, and so far we have learned from each game and built on it. It was even better than against Hoffenheim, but it was already very good. There was pressure on the boys and we wanted to show our desire to do something special and the boys did very well," he added.
While Liverpool's lightning quick attack won the game for them with Mohamed Salah, Roberto Firmino and Sadio Mane all finding the target before substitute Daniel Sturridge added the fourth, Klopp was also pleased with the defensive display.
"It was overall a really good performance and well deserved. It's very important the clean sheet, with all the discussions about the defence. The result is the result of the performance."
(Reporting by Simon Evans, editing by David Evans)
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