Chelsea hold a four-point lead over Southampton at the top of the Premier League after winning eight and drawing two of their first 10 top-flight matches.
The London club are also on the verge of qualifying for the last 16 of the UEFA Champions League and have progressed to the quarter-finals of the League Cup in an ominous start to the season.
In contrast, Liverpool have failed to hit the heights of last season, having already suffered four Premier League defeats to sit seventh in the table and they also face a battle to stay in the Champions League.
Jose Mourinho's Chelsea side won 2-0 at Anfield in April to deal a huge blow to Liverpool's title hopes, but Henderson believes the Merseyside club are capable of gaining revenge for that costly defeat.
The England midfielder told the club's official website: "We know it will be a difficult game because Chelsea are a top side, but I think we can still go into it with plenty of confidence.
"It will be a big game for both teams and one that we're really looking forward to. It's a big opportunity for us to go out there and show how good we can be, especially against top opposition.
"You've got to make sure every single person is working as hard as possible, collectively as a team, and that we're defending very well.
"Also, creating opportunities in the final third, being brave to take someone on or get a shot off. If we do those things, we can get a good result.
"The crowd always play their part, it doesn't matter what game it is - they are always up for it and always cheering us on.
"With Chelsea coming to town, they'll be buzzing for the game and another big game for everyone. I'm sure the crowd can help us in that sense."
