Hadden admitted afterwards that the handling was rusty in the Stadio Flaminio but insisted the backs would get it right given time.
Henderson not only agrees with his coach's assessment but admits greater fluency in the backline is essential if Scotland are to build on their finest Six Nations for seven years.
He said: "In the last few games we've done a lot of defending and there's been a lot of emphasis in training on defending.
"I think Frank's right. We tried to do more things against Italy and it didn't always come off. Maybe we tried a few too many at times.
"But it's little margins that make the difference. A pass could be deemed forward but it might just be fractionally forward and if it hadn't been then the move would have continued.
"We don't want to be known as a defensive team. We want to play with it when we have it and try to score points.
"We know that if we do that we will win more games away from home and keep winning our matches at Murrayfield.
"Against Italy we hung in there and when the chance came we took it. We're delighted with the win because at 10-10 it was anybody's game. Fortunately Jason produced the big hit and we got the penalty which Chris converted."
Henderson has made the number 12 jersey his own this season and but for the hamstring injury Marcus Di Rollo picked up against France which kept him out of the Wales game, Hadden would have selected the same centre pairing in every game.
The 26-year-old refuses to accept, though, that he and Di Rollo are firmly cemented in Hadden's backline.
Henderson added: "I'm not looking that far ahead. Obviously the next challenge will be South Africa and only when we get close to those games will you start to think about your place in the side.
"I just want to play well for Glasgow week in week out and hopefully then take that form and do well in South Africa."