Jurgen Klopp's side began socially-distanced training in small groups on Wednesday as the Premier League steps up its bid to resume the season in June.
Although all players and staff at top-flight clubs have been tested for the virus, Chelsea midfielder N'Golo Kante and Watford striker Troy Deeney opted against returning to work because of fears they would not be safe.
However, England midfielder Henderson is sure everything has been done to keep players as safe as possible at Liverpool's Melwood training base.
"I feel very comfortable with all the measures that the Premier League and the club have put in place, along with my team-mates," Henderson told Sky Sports on Thursday.
"The testing, the temperature control, the social distancing and disinfecting everything has been at a really high level since we've been back. They're doing everything they can to make it as safe as possible.
"We do feel comfortable and that's why we're here training. I feel very safe at the training ground, otherwise I wouldn't be here."
The Bundesliga returned to action last weekend and Henderson is hopeful contact training and then a resumption of Premier League games will follow.
"We want to follow the right protocol and follow the next steps. We want to start bigger group training and then hopefully start playing games again soon rather than later, whenever it's safe to do so," he said.
Henderson said he understood the decision of players at other clubs who have stayed away.
"I fully respect their opinion. Everyone is in a different situation at home and, ultimately, if you don't feel comfortable you shouldn't feel forced or pressured to come into work," he said.
"I fully respect the opinion of any players who don't feel comfortable yet. If any of my team-mates felt like that I would respect and support them."
With Liverpool 25 points clear at the top of the Premier League before the March shutdown, Henderson has been motivated to keep as fit as possible during the lockdown.
"My mindset hasn't changed from where we left off. I always felt the season needed finishing whenever it was safe to do so," he said.
"I've stayed as fit as I can so am ready when times come to perform at highest level and finish the season off. That's been our motivation."
Meanwhile, N'Golo Kante has been allowed to stay away from Chelsea's return to training due to his coronavirus fears.
The French World Cup winner joined up with Frank Lampard's squad on Tuesday as Chelsea resumed training following the Premier League's decision to allow socially distanced sessions.
But the 29-year-old missed Wednesday's small group practice with the blessing of Chelsea manager Frank Lampard, who is reported to have allowed him to train at home on compassionate leave.
Kante, who tested negative for the virus during this week's first batch of checks, is said to be unconvinced it is safe to train with his teammates while the pandemic is yet to be subdued in Britain.
Black and ethnic minorities are at greater risk of serious illness if they contract the virus, according to the Office for National Statistics.
Midfielder Kante is understood to have mostly remained indoors with one of his brothers since the suspension of the Premier League season on March 13.
The former Leicester star experienced a health scare when he collapsed at Chelsea's training ground two years ago.
Tests did not reveal any heart concerns but he missed Chelsea's next game as a precaution.
Kante's elder brother Niamh died of a heart attack shortly before the 2018 World Cup.
Kante's decision to stay at home comes after Watford captain Troy Deeney opted not to join his team for the resumption of training.
Deeney's young child has breathing difficulties and he did not want to put his family at risk.