The top-of-the-table clash at the Etihad Stadium ended in a 2-2 draw, with Pep Guardiola's side maintaining their one point lead over Jurgen Klopp's men.
Diogo Jota and Sadio Mane pulled parity for the visitors after Kevin De Bruyne and Gabriel Jesus had given the champions the lead.
"It was an intense game, which we knew it would be," Henderson said. "We knew it would be tough coming here, they're a fantastic team, but we wanted to come here and give everything to try and get the win.
"Unfortunately, we couldn't do that, but at the same time, we didn't lose the game. Of course, we wanted to do better, but it's not the end of the world, we're still in the race. [There are] positives and negatives."
"I think we started okay, but we were a bit hectic at times, trying to clear it rather than getting it down and trying to play, and we gave them one or two chances early on," Henderson told Sky Sports.
"We knew we were going to come under pressure early on. They're a fantastic team, and we knew they'd come out fast.
"After they scored we settled down, started playing more, and that caused them one or two problems, and we ended up getting the goal from that.
"That was pleasing, how we've come twice from behind. It takes a lot of character to do that here, but we wanted to do better with the [City] goals."
There are still seven rounds of fixtures remaining for the two sides in the Premier League this season.
