The 22-year-old defender was signed from Dundee for in excess of £1.2million in the final minutes of transfer deadline day and was put straight into a Hoops back three along with Dedryck Boyata and Kristoffer Ajer for the trip to Rugby Park.
However, Boyata limped off with a groin complaint after 10 minutes to be replaced by Nir Bitton before Ajer turned an ankle in the 35th minute, with winger Scott Sinclair coming on and Kieran Tierney moving into central defence.
Hendry put in a decent performance amid the disruption and reshuffles but a goal by midfielder Youssouf Mulumbu in the 70th minute - his first for the Ayrshire club and also his first anywhere in four years - gave Steve Clarke’s well-organised side all three points. It was Killie’s first home win over the champions since 2010.
Despite the disappointment of only his second defeat to Scottish opposition since he took over at Parkhead in 2016, Rodgers was encouraged by Hendry’s display.
“It was a good game for him to come into,” said the Northern Irishman. “He is getting used to his team-mates.
“He will certainly feel after this game the expectations of what it is about. But I thought he did fine.”
Hoops captain Scott Brown was also impressed by Hendry, saying: “He has been around the lads in training in the past few days and done well and he did well in the game.
“He has got good ability on the ball, defends really well and has pace as well so he will definitely grow into the position.”
Kilmarnock recorded their fifth successive home win and ended the weekend in sixth place on goal difference over Motherwell.
Since Clarke took over in October he has won and drawn against both Celtic and Rangers in the four games played against the Glasgow giants, and he put the latest success down to team work.
The former West Brom boss said: “We defended very well, starting with the front two of Kris Boyd and Eamonn Brophy.
“They were excellent defensively, they worked their socks off for the team which gives you the platform for the block of eight behind to work very hard with discipline.
“We frustrated Celtic, they found it difficult to break us down.
“There were a lot of really good performances from our players and another good result.”