The Liverpool captain praised their recent improvement as they made it two wins on the bounce after beating the Foxes 3-1 at the King Power Stadium on Tuesday night.
Brendan Rodger's side went a goal down after Leonardo Ulloa's close range strike hit the post and rebounded off Simon Mignolet's head before finding the back of the net. Liverpool never gave up and gradually got into the game.
Adam Lallana scored his second goal of the season within four minutes to cancel out Leicester City's lead and Steven Gerrard increased the deficit on his return to the starting line-up just after the second half commenced.
Nigel Pearson's side were reduced to 10 men after Wes Morgan was shown a red card for pulling down Rickie Lambert. The Merseysiders made it 3-1 after the Liverpool captain combined with Raheem Sterling who set up former Sunderland midfielder Henderson for a cool finish.
Liverpool are getting better as the win took them into the top half of the Barclays Premier League table.
"The performance was very good," Steven Gerrard told BT Sport after the match as liverpoolfc.com reported. "We didn't get off to the start we wanted, but over the last couple of weeks we have shown great resilience and great character.
"We showed it again tonight. It could have been more than 3-1. I think all of us deserve a lot of credit. The last three performances have been superb and we need to keep trying to improve on that. It was a great team performance and a great three points."
The No.8 also said: "I'm happy with the goal but even more pleased with the win. It has been well documented this season that we haven't been good enough.
"But we are on our way up; we're defending better, sticking together and we're a lot harder to beat. We need to keep moving in that direction."
Written by Thinkfootballideas staff