Henderson, 23, enjoyed a stellar campaign with Liverpool, helping Brendan Rodgers' team go close to winning the Premier League title.
The former Sunderland midfielder had been questioned, particularly after failing to impress following his £20million move to Anfield.
But Henderson said he always believed in himself and was confident he would get through the difficult spell.
"In football you are going to have times where you have got to be strong and you have got to keep believing in your own ability. That is just part and parcel of the game," he said.
"All I do is just try to get on with it and work hard. I always believed I was a good enough player to be playing for England and Liverpool as well.
"Hopefully I can keep progressing as a player and getting better. There were a few people who did help me – the big players at Liverpool when you're around them help you a lot.
"But at the same time you have to deal with stuff like that on your own and try and get through it on your own. No-one else can change it – except yourself, to be honest.
"There is no one more disappointed than us when we don't have a good game or are not playing well – I just had to keep battling and try and prove them wrong."
Former Manchester United manager Sir Alex Ferguson was one of Henderson's critics, questioning his running style.
Henderson said the comments were blown out of proportion and he was even able to turn them into a positive.
"I think everybody blew it up to be more than it was," he said.
"But looking back I took it as a bit of a compliment because he said he was watching us and thinking about buying us so I must have been doing something right."
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