English soccer was halted in mid-March due to the COVID-19 pandemic but clubs can train in small groups as part of the Premier League's "Project Restart," which envisages a return to play in June.
"I feel very comfortable with all the measures the Premier League and the club have put in place, along with all my other team mates," Henderson, 29, told Sky Sports.
"We've had meetings and questions as captains over the last week or so, but ultimately, I think the Premier League and clubs are doing everything they can to make it as safe as possible.
"The testing, the temperature control, the social distancing and the disinfecting of everything has been a really high level since we came back."
The league confirmed on Tuesday that six people from three different clubs had tested positive for the novel coronavirus.
Watford's Troy Deeney and Chelsea's N'Golo Kante opted out of training citing health concerns after Britain's statistics office said black men are 4.2 times more likely to die from COVID-19-related causes than white males.
Henderson said he fully respects their decisions and would support his team mates if they felt the same way.
"I think everybody is in a different situation with their family and at home. Ultimately, if you don't feel comfortable or safe, you shouldn't feel forced or pressured to come into work," Henderson added.
"I fully respect the lads... and I hope that they respect my opinion and that of the other players who have come back.
Liverpool were 25 points clear of second-placed Manchester City and two wins away from their first top-flight title since 1990 when the season was halted.