The goalkeeper made a number of impressive saves and kept a clean sheet as Crystal Palace progressed to the next round of the cup.
Henderson spoke to Palace TV about how the performance will affect the side as they look to avenge their poor form.
“(It was) a perfect evening. The boys are delighted. We talked about flicking the switch today, and we did that in good style.
“(With regards to the saves) that’s my job, and it's nice to make a few saves. I've been starved of it and I'm delighted.
“You're searching for that great save just to get you going into the season, and I managed to do that tonight. I had some opportunities to make them and I was delighted.
“In camp, we've been playing really well. We just haven't had the rub of the green (this season) – (if we) put our chances away maybe in the previous games, the game looks really different.
“The boys are very confident in there and we've just got to build the momentum and put a run together.”
Palace have failed to win either of their opening Premier League games of the season and have not kept a clean sheet in the progress.
The side face Chelsea at Stamford Bridge on Sunday and Henderson says he cannot wait to get going.
“We're up and running, we've got to go now.
“We’ve got to go to Stamford Bridge and put in a good performance and hopefully get the win.
“it's exciting. The manager's put a great style of play into us. The boys really enjoy playing for him and may long that continue, and we get on that run again.”