The duo spoke after Thursday's 2-1 defeat to title rivals Manchester City that saw the gap narrowed at the top to just four points.
Jurgen Klopp's side had been the only unbeaten side in England's top five leagues, although they had lost four times in other competitions.
Liverpool skipper Henderson says there is "no need to get carried away" and is confident they will bounce back with the right reaction.
“There is no need to get carried away. All season we have taken it game by game and we will do that again,” he said.
“It is normal to be disappointed by a defeat. Now it is about reaction and I am sure the lads will react in the right way.
“Why would you lose confidence after a game like that? It could have been different.
“We were beaten by a very good City team but there were still moments in the game where we could have scored one or two more (such as John Stones clearing off the line with 11 millimetres to spare after Sadio Mane had hit the post).
“Things could have been different with a little bit of luck. That is how football is sometimes. We just have to accept the defeat.
“Overall we must keep our heads high. The lads have been brilliant all season and need to take it forward. I am confident we can bounce back.
“We have to move quickly. It is all about the reaction now and we have to react in the next game.
“The Premier League is a tough league, the games keep coming. We need to be ready and we will be.”
The words were echoed by left-back Robertson, who has been impressive all season and kept Raheem Sterling restricted for large parts of the game.
The Scotland captain says they will "fight to the death" and react in a positive way to get the right results in their upcoming fixtures.
“It doesn't change anything. It is just the same if we had won,” said the Scotland captain.
“It would have been nice to be 10 points clear of them and nine points above Tottenham but we wouldn't have won it (the title).
“We have not lost it. They're obviously delighted (seeing) their reaction at the end but they've not won it either.
“We will fight right to the death. They've closed the gap but it is all about how we react.
“It is a new experience for all of us. We can use that to our advantage and we'll look forward to the games ahead now.”