Henderson has a calf issue and will need a fitness test on Friday to establish if he can make the trip south, having suffered the injury on the eve of Liverpool's FA Cup defeat to Wolves.
"But we have to prove (that is not the case), we have to prove it on the pitch how we have done it so far, we have to prove it again". "That is possible. We have to use the time and understand the challenge right", he said.
"When you have gone seven years without a trophy, I'm not sure you can prioritise one competition ahead of others".
The last 11 teams with the equivalent of 52 or more points at the same stage since 1905-06 went on to lift the title, but the strength of this year's top four means Liverpool on 54 points face an especially daunting task.
Klopp made nine changes at Molineux, giving debuts to youth-team players Curtis Jones and Rafael Camacho, while 16-year-old substitute Ki-Jana Hoever was pressed into action after Dejan Lovren sustained an early hamstring problem.
"Joel trained yesterday, first time with the team, but we have to decide day-by-day how he is doing", said Klopp.
"So we spoke about why, what we did, what happened, what we could have done better - of course, but that's how we do it always". Adam (Lallana) out. Dejan out - it's not that serious and I would expect him back maybe after Crystal Palace.
'If Fabinho has to play as a centre-half what we want is the natural understanding of the game, ' he said. He feels good, and that's good for us. "It's not cool in this moment but in two weeks it will probably be okay", he said.
Manchester City ended Liverpool's 20-game unblemished start to the season on January 3 to cut the gap between the two clubs to four points; judging by some of the reaction to that result from Liverpool supporters, there is a fear that City will eventually overhaul them. "We speak in the week, but try to not make it more complicated than it is".