Mohamed Salah pulled a goal back in between but it was not enough to inspire a comeback as Liverpool dropped to ninth in the table on 13 points and have conceded 16 goals so far -- their most after nine games since 1964.
"I'm sure a lot of criticism will come our way and deservedly so... we've got to change it quickly, otherwise you lose games and you lose them badly like we did today," Henderson told the BBC.
"So we need a reaction quickly, we need to bounce back on the training field and in games, but like I say, I believe we can.
"We know there are things to improve and things to change quickly. I've got every faith that we can because we've got a fantastic team. But we need to work on a few things and change it quickly."
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Henderson sprung to the defence of Dejan Lovren after the hapless Croatian centre-back was hauled off the pitch on the 31st minute by manager Juergen Klopp.
"I think we didn't start well at all, so it's about being ready for the game - everybody, I know Dejan (Lovren) got took off early in the game but it could've been anyone of us that came off because it wasn't good enough," he said.
Liverpool will look to bounce back from their loss when they host Huddersfield Town at Anfield on Saturday. Tottenham, who moved level with second-placed Manchester United on 20 points, travel to Old Trafford.
(Reporting by Shrivathsa Sridhar in Bengaluru; editing by Sudipto Ganguly)
