The Three Lions struggled to create clear openings during a stultifying first half against a team ranked 190th in the world.
Tottenham forward Harry Kane eventually broke the deadlock with his first goal of the new season, before Ryan Bertrand, substitute Danny Welbeck and Kane stretched the advantage late on.
It marked a first away win for new England manager Gareth Southgate, who will regroup his squad ahead of Monday night’s clash at Wembley against Slovakia, who are two points behind in Group F.
Liverpool midfielder Henderson said: “They were difficult to break down in the first half and we were taking chances where maybe we didn’t need to – but to break them down you have to do that.
“At half-time we knew we had to keep going and persevering, and thankfully we managed to get some good goals in the end.”
Henderson added: “Of course we have got a lot to improve on and will look back on the performance (today) and the day after, but I thought it was a professional performance.
“We were solid at the back, kept persevering and managed to get the goals in the end, so there are a lot of positives to come out of it, as well as a lot of improvements as well.”
Kane felt England could reflect on a job well done in the end.
“When you come away to a place like this, it was never going to be easy from the start, but we knew if we kept moving it, then the chances would come and 4-0 is a good result,” he said.
“They put all the men behind the ball so you have to make sure your chances are spot on and probably they weren’t in the first half – but we knew, just create the space then we would get chances.”
Kane may have begun September by bringing his mini scoring drought to a timely end, but the way Southgate’s side toiled to victory in Malta underlines just how much work needs to be done ahead of the World Cup.
It surely remains a case of when, rather than if, the Three Lions secure their place in Russia next summer, but the underwhelming nature of their display at the Ta’ Qali National Stadium raises concerns.
Malta are ranked behind American Samoa, the Cook Islands, Brunei and Bangladesh, yet it took Kane’s second-half strike and a late flurry of goals from Bertrand, Welbeck and the Tottenham striker again to eventually secure a flattering win.
Andre Schembri gave England a scare shortly after the break, only for Kane – who had endured another barren August – to quickly retaliate by slotting home.
Bertrand’s long-range strike – his first international goal – added gloss five minutes before time, beginning a collapse that soon saw Welbeck and Kane score.
The scoreline could not divert attention from a poor overall display, though, and improvements will be needed at home to Slovakia, never mind the World Cup.
Southgate stuck with his pledge to name a strong line-up, even if some will argue with his assertion that Joe Hart is the country’s best goalkeeper at the moment. The odd nervy moment when racing off his line in the opening period did little to win over the doubters, but those in front of him were in for the most flak after a promising England start petered out.
Andrew Hogg was key to restricting England to a 2-0 win in Southgate’s first match at the helm and impressed again, producing a fine stop to deny a close-range Kane header.
Henderson and Alli also threatened before Phil Jones saw a ‘goal’ chalked off as the first-half performance became increasingly cumbersome. The hosts, as Southgate predicted, were disciplined and defended in numbers, swatting away set-pieces and cutting out England’s attempts to break through the line.
After the break, Alli’s dilly-dallying looked to have cost his side a chance within the Maltese 18-yard box, but he remained calm and played through Kane to hit home a low shot.
The visitors’ attacking play was breaking down late on, so Bertrand took matters into his own hands from distance. The Southampton left-back took aim from 30 yards, with his hopeful effort beating the otherwise impressive Hogg.
A third arrived as the clock struck 90 minutes and Malta’s defence gave up. Having failed to bundle home moments earlier, Welbeck was able to direct a smart cross from Kane into the net.
The Tottenham striker continued to lead by example, finishing well from close range to complete a flattering scoreline.
Malta: Hogg, Steve Borg, Zach Muscat, Agius, Magri, Zerafa (Ryan Camilleri 75), Pisani, Kristensen, Ryan Fenech (Paul Fenech 83), Farrugia, Schembri (Mifsud 86). Unused substitutes: Bonello, Alex Muscat, Failla, Gambin, Clyde Borg, Johnson.
England: Hart, Jones, Bertrand, Walker, Cahill, Sterling (Rashford 45), Livermore, Alli (Vardy 69), Henderson, Kane, Oxlade-Chamberlain (Welbeck 76). Unused substitutes: Butland, Smalling, Cresswell, Keane, Stones, Chalobah, Defoe, Sturridge, Heaton.
Referee: Artur Soraes Dias (Portugal).