The midfielder says the squad have never lost faith in the manager despite enduring a tough campaign in 2014/15.
The Reds boss came in for heavy criticism last season as his side floundered in the early parts of the campaign, with a late run after the turn of the year unable to see them into the top four and back into the Champions League.
They were also beaten in two cup semi-finals, in the Capital One Cup and the FA Cup respectively, leading many to call for the board to part with Rodgers and bring in a new boss.
There were also reports - such as those in the Daily Mirror - that he had also lost the dressing room, but his new captain insists that was never the case.
“I wasn’t worried about anything changing,” the Liverpool Echo reports him as saying.
“I always knew the players had faith in Brendan. I believed that he had the full backing of the owners too. Brendan has been brilliant for this football club and I think he can take it even higher.”
Rodgers has improved the players at the club
The midfielder also believes that the former Swansea City boss has improved a number of players since joining the club.
Most notable among those performers are the likes of Philippe Coutinho and Daniel Sturridge, who have both enjoyed impressive career spikes at Anfield under Rodgers after struggling at other clubs, while Henderson is another success story.
And Henderson says he believes the boss has the full backing of all of those at his disposal, even after the final day humiliation at Stoke last term.
“He has been outstanding for certain individuals,” he added.
“I really do believe he has made us better, improved us as a team, he has got a philosophy and the way we want to play has grown. He had the full backing of the players from before Stoke and he still has now.”