Goals from Daniel Sturridge and Dele Alli got the interim reign of Gareth Southgate, pictured right, off to a solid if unspectacular start at Wembley.
However, Liverpool captain Henderson accepts there is still plenty to work on despite making it two wins from two games in Group F.
“We had chances for it to be more, so that’s the one disappointment in the game; that we didn’t get more goals,” he said. “I felt as though we got a little sloppy as the game went on, which we need to work on, but overall it’s good to get the three points.”
Alli was guilty of missing some of the opportunities, and the midfielder accepts he should have added to his first-half effort.
He said: “I do like to get into the box and get goals and assists and I can’t complain, the chances were there, I just needed to be a little bit more clinical.
“It was a solid performance from the boys, we started strongly, we kept the ball and we dominated and it’s a good base to keep working on.”
Overcoming a side ranked 176th in the world is hardly a yardstick with which to measure progress, but there were flashes of promise for England as the first half came to a close.
The speed of thought and feet seem to bamboozle Malta at times, with only wayward finishing and some fine goalkeeping preventing England from adding to goals by Sturridge and Alli before half-time.
The second half was a drab affair by comparison, but Alli should have added another, with the overall frustration culminating when Wayne Rooney was booed by some of the Wembley crowd after missing late on.
Debutant Jesse Lingard and Sturridge failed with hopeful early efforts as England looked to break down a well-drilled, if limited, Malta side, with Ryan Bertrand suffering a hamstring injury in his attempt to stretch them.
Danny Rose came on and Tottenham team-mate Alli wasted a fine chance to break the deadlock soon after, with Sturridge just as guilty after failing from the follow-up.
It was a missed chance the Liverpool striker atoned for in the 29th minute after meeting Henderson’s fine ball with a superb header.
Lingard was denied by the impressive Malta keeper Andrew Hogg having been superbly played in by Sturridge, and Gary Cahill came close before Southgate was again punching the air in joy. Alli met a cute Henderson lay-off with a shot that Hogg parried, only for the midfielder to stretch to direct home.
Sturridge attempted to extend their lead in the seven minutes before half-time, from which England returned just as dominantly but without the same energy.
Rooney saw a free-kick tipped over the bar by Hogg, who continued to frustrate Southgate’s men when Lingard cleverly played Theo Walcott through. It was the Arsenal attacker’s last moment of note before being replaced by Marcus Rashford, with Sturridge replaced by Jamie Vardy soon after.
Lingard and Rooney had attempts in a dull second period lit up in the 81st minute by Andrei Agius showing great technique to aim a volley at Joe Hart’s near post, forcing the England goalkeeper into action for the first time.
Alli had a chance to add extra gloss to the scoreline with five minutes remaining, yet could only turn Rashford’s low cross over the bar under pressure.