The victory came after a hard-fought 2-2 draw in regular time, with goals from Liverpool’s debutants Hugo Ekitike and Jeremy Frimpong being cancelled out by a Jean-Philippe Mateta penalty and a second-half strike from Ismaila Sarr.
Once again a hero at Wembley, Henderson made two crucial saves in the shoot-out to secure the trophy. Speaking to TNT Sports after the final whistle, Henderson praised his team's resilience and tactical discipline.
He said: "These emotions are fantastic. You'd think obviously they were 2-1 up and we were out the game, but the lads stuck by it.
"The manager said we'd get a chance in the second half on transitions, we did. We stuck by it, defended great, and we deserved that in the end."
Saving penalties at Wembley has become a specialty for Henderson, whose c