When asked about his incredible record at Wembley, Henderson’s passion was clear.
He said: "I love it, I love the big moments, I love being in that pressure moment. I really enjoyed that today, the homework we did for the penalties was great, so thanks to everyone behind the scenes that helped me with that."
Palace had never won a major trophy before the FA Cup win in May, and now Oliver Glasner's side have two trophies within 85 days.
Henderson said: "It's incredible, we turned up today, they're the favourites, they've got unbelievable players, they're a great team and we knew it would be difficult.
"We had to defend them, we had to work so hard but you know what, two trophies in three months is incredible – and let's write the next bit of history."