Speaking ahead of Saturday's meeting with Tony Mowbray's side, the goalkeeper also insisted consistency is the only thing standing between Chris Wilder's squad and a shot at promotion to the Premier League.
Reflecting upon the meeting with County, Henderson said: "The boys really turned up but I thought that, most importantly, the fans were right behind us which shaped that environment where it is all go and everyone is together, sticking together. We need to make this place as hard to come to as we can because when it is like that, it is unplayable.
"It was fantastic and I thought that the support was great throughout. The atmosphere in the first half got us going, but it is down to us to get ourselves going. But it just helps along the way when you've got that backing."
United will enter the game against Rovers fourth in the table - four points above seventh-placed Birmingham City - despite winning only two of their last five outings and Henderson added: "From what we have played so far this season, I think we are one of the best teams in the league.Â
"But we have just got to be a bit more consistent. Admittedly it's a little bit more than that because, even when we are playing well, little bits of luck have not gone for us. But hopefully we've turned a corner on that now."
Henderson, on loan from Manchester United, is expected to make his 25th appearance for United when Rovers travel to South Yorkshire. Beaten by Wilder's men in October, Mowbray's players will make the journey east still smarting from their 3-2 defeat at Leeds where Kemar Roofe scored twice in added time.
"We have Blackburn coming up and it is a tough game which is not going to be easy," Henderson said. "They will want to bounce back as they lost to Leeds. We have got to be at it and if we are, we should get the job done."