The Eagles also made it a club record 12 Premier League games in a row scoring, thanks to goals from Jean-Philippe Mateta and Daniel Muñoz.
But they needed Henderson to make some huge saves throughout the afternoon to help secure a memorable victory, amidst a chaotic finish that saw over 12 additional minutes and three red cards.
"It was phenomenal, obviously, the lads were in the trenches at the end," he told Premier League Productions. "We worked so hard, put ourselves in front in the game. But obviously, with us going down to nine men, you've then got to dig deep and build relationships.
"We've got a great team spirit in our shows today, everyone working so hard for each other.
"At the end it seemed like no-one knew what positions everyone was playing, but we were throwing the bodies in the way, defending the box like mad – and we fully deserved it.