Rovers impressed at Loftus Road last time out, becoming just the second team to take points of Harry Redknapp's side on home soil in the goalless draw.
Now as Rovers prepare to take on Millwall at Ewood Park later today, the 19-year-old wants to follow up last weekend's draw with three points against the Lions.
"It was a massive point for us," Henley told Rovers Player
. "To show the other teams in the league that we can take points from big clubs, especially away from home.
"I think it showed that we've got that potential to go and kick on for the second half of the season.
"At this stage it is all about performances, getting that consistency and going on a run now."
Starting with Millwall later today, the next few weeks sees Rovers face Yeovil Town away before back-to-back home games against Sheffield Wednesday and Birmingham City.
"Looking at the fixtures they are all games that we should be looking to take points from. I think this period is massive for us," added the defender.
"We are all going to try to start this Christmas run on a high and hopefully we can go and get three points."
Tickets for today's match will be on sale until 3.00pm kick-off with prices from £15 Adults, £10 Seniors and £5 Juniors.