While Championship side Bolton earning a 0-0 draw at Anfield may have been viewed as a surprise, the result paled in comparison to events elsewhere.
Manchester United could only draw at Cambridge on Friday, while on Saturday their neighbours City lost at home to Middlesbrough, as did high-flying Southampton to Crystal Palace, with fellow top-flight strugglers Leicester winning at Tottenham.
But the biggest shock came at Stamford Bridge where Premier League pacesetters Chelsea surrendered a two-goal lead to lose 4-2 to League One Bradford.
“It was obviously a big shock for City, Chelsea and Tottenham to go out but the main thing is we are still in the competition,” said the Reds midfielder.
“To be honest we were pretty focused on what we were doing but the results came on the tannoy and one or two players might have heard but at the same time we just focused on what we needed to do.
“We’ve seen it for many years, lower league teams have beaten Premier League teams and Saturday was no different but we have shown good character to not lose the game and that is the main thing.???
While Liverpool have a second opportunity to beat Bolton, Henderson is now focusing on Tuesday???s Capital One Cup semi-final against Chelsea.
The Reds travel to London with the game finely poised following a 1-1 draw in the first-leg at Anfield last week.
“We are a bit disappointed we didn’t win but we are still in the draw and are looking forward to the game on Tuesday,” the 27-year-old said.