Henderson announced his Liverpool departure on Wednesday after 12 years at the club.
Henderson made 492 appearances in total for Liverpool, scoring 33 goals and assisting 57 times.
The England international won two League Cups, the Champions League, FA Cup, FIFA Club World Cup, UEFA Super Cup and Premier League during his time at Liverpool.
He still had two years to run on his contract at Anfield but will now join a side now managed by his former Liverpool and England teammate Steven Gerrard.
"Everyone at the club wishes to place on record their thanks and gratitude for everything Jordan did for us," said a Liverpool statement.
"You are a legend," said Liverpool manager Jurgen Klopp in a video on the club's social media channels.
"I know people say recently we use that word slightly too often. I can tell you, that it's not in your case."
"I know it was a really, really tough decision for Hendo and I was around or with him all the way," Klopp told Liverpool's website.
"It's sad, absolutely strange, because he is the only captain I had here at Liverpool, but I think it is exciting for him as well.
"We will miss him, without a shadow of a doubt, that's clear - as a man and as a player. But, as I said, that's football."
