Cape Town - Liverpool showed their title credentials on Friday night as they ended Chelsea's unbeaten start to the Premier League season with a 2-1 win at Stamford Bridge.
The Reds made a fast start in the capital and Georginio Wijnaldum fired a tame shot at Thibaut Courtois in the opening minute from inside the box before Daniel Sturridge looked for the top corner moments later with a curling effort that the Blues keeper gathered at the second attempt.
Gary Cahill had to be alert to block a shot from Sturridge on the quarter-hour mark after the hosts failed to clear their lines following a corner and Henderson blazed over on the rebound from range.
The Merseysiders would take the lead just two minutes later, however, when an unmarked Lovren volleyed past Courtois at the back post to covert Phil Coutinho's free-kick.
Sturridge threatened again midway through the first half with a shot from a narrow angle on the left that flashed across the goal after being played in by James Milner.
The west Londoners were struggling to impose themselves on the game and hadn't managed a shot at goal until the 29th minute when N'Golo Kante let fly from a long way out, but his effort sailed way over the crossbar.
Their unbeaten start to the Premier League season came under real threat on 36 minutes as Henderson struck from all of 30 yards out with curling strike that arced into the top corner.
Antonio Conte's charges tried to respond before the break, with David Luiz heading over a corner - their third in succession - on 39 minutes, before Simon Mignolet was finally tested with a routine save from Branislav Ivanovic's header in the final minute of the first half.
The Blues looked better in the opening stages of the second half as they created a couple of chances in quick succession, with Oscar steering Willian's low cross just wide and Kante seeing his shot scrambled away after Mignolet punched Willian's cross into his path.
And they hit back on 61 minutes when Nemanja Matic dribbled his way into the area before cutting the ball back for Costa to tap home from close range.
The Blues almost found the equaliser four minutes later as Oscar headed Ivanovic's long ball down to Costa, who saw his shot from inside the area parried by Mignolet.
Klopp's men hadn't created any noteworthy chances after the break, although Divock Origi did go close to restoring their two-goal cushion with nine minutes remaining when his header was expertly kept out by Courtois at close range.
The home team pushed for the equaliser in the closing stages as Liverpool barely got out of their own half, but they held on for their win.