The Reds claimed a Champions League berth for just the second time in eight years, holding off a late surge from Arsenal to set up a playoff showdown early next season for a place in the group stage.
Henderson is excited by the prospect of competing in European football's showpiece competition, but says that winning major honours has got to be next on the list for him and his teammates.
"To do that is a big achievement. Everybody was over the moon that we got in the top four," he told the club's official website. "Now we've got to go and win the playoff to actually get into the group stages of the Champions League.
"Of course we'd have liked to win something as well but you've got to take one step at a time and that is a big achievement. Since I've been here, we've only been in the Champions League once. It's a good step in the right direction for us and it'll help us develop as a squad.
"We're getting better and we're improving in all aspects of the game. We're becoming more mature as a team and improving on the training pitch – listening to what the gaffer has got to say on how we can improve as a team and individuals.
"Everybody has taken that on board throughout the season and everybody has been working really hard. And you get your just rewards at the end of the season, with getting the top four."
Henderson missed the final three months of last season due to a foot injury, with his 24th and final Premier League outing coming in the 2-0 win over Tottenham Hotspur on February 11.