The Reds have lost three of their last six league games and were defeated in the FA Cup semi-final this spring.
A 2-1 victory over QPR last weekend ended a three-match losing streak but the Anfield club remain outsiders for a Champions League spot.
They sit four points off fourth-place Manchester United with just three games remaining but vice-captain Henderson hasn't given up hope just yet.
He told liverpoolfc.com: "It has been difficult, obviously, not having performed and not winning as many games as we would have liked.
"But we have to keep going and working as a team and keep trying to improve on the areas we need to improve on.
"We knew it would be difficult because QPR are fighting for their lives. I thought we were good at times but can still be better keeping the ball in the final third.
"It was important to get back to that winning mentality. That was the main objective."