Keita is due to join Liverpool from RB Leipzig on July 1 after Anfield chiefs activated a £48million release clause last summer.
The Guinea international is expected to become a central cog in Jurgen Klopp’s starting XI.
But Henderson is not worried by the arrival of fresh competition for a place in the team.
“You never want him to buy in your position,” Henderson told The Times.
“But that is when you have to back yourself. That is Liverpool, isn’t it? You want to be playing with the best players and competing for trophies.
“For me it doesn’t matter who comes, I will always back myself to challenge and hopefully I can do that for a long time.”
Liverpool attempted to bring the date of Keita’s arrival forward in January but Leipzig refused to let him leave early.
The 23-year-old has chipped in with seven goals and four assists in 28 appearances for the Bundesliga outfit this term.
After agreeing to join Liverpool, Keita said: “I am delighted that an agreement has been reached which will allow me to join Liverpool Football Club next summer, when I will become part of a project that excites me greatly.
“My commitment to RBL remains absolute for the remainder of my time at the club. I have given my all every time I have worn the shirt – that will be the case until the final whistle, in my final appearance.
“Having my future resolved means I can now focus on helping RBL achieve great things this season.
“Until I join my new club, next summer, I will remain an interested supporter from a distance.”