Liverpool go into Tuesday game on the back of an eight-match unbeaten run in all competitions after Saturday's 2-0 victory over Aston Villa. The Londoners, having strengthened their spot at the top of Premier League table after a 5-0 thrashing of Swansea City, are not short of confidence either.
But Henderson insists his Liverpool teammates are bullish about their chances of securing a positive outcome.
"It's a big game. Throughout the season Chelsea have been brilliant and they've got some great players," he told the Liverpool Echo.
"They are a fantastic team but so are we. There's a lot of talent in our squad and we've shown that with our recent performances.
"We're quite a young team with a lot of potential and confidence in the group is growing. I believe we can go and really put Chelsea under pressure.
"If we defend like we have been doing recently and we're really solid
then we know we have the pace and the talent going forward to hurt
them."
With the first leg being played at home, Henderson is also aware of the massive impact the Anfield atmosphere can have, and is hoping the fans will get behind the team on the night.
"Playing at Anfield is always special and a cup semi-final against Chelsea will be a massive night," Henderson continued.
"The fans will be up for it and we'll prepare the best we can. I'm sure all the boys will be ready.
"It's important we get a lead in the first leg. Chelsea will put us under pressure like Villa did and we have to handle that in the same way.
"We have to keep doing what we've been doing and hopefully we can get the right result over the two legs."