The Tigers slipped to a disappointing 2-1 defeat at Wigan Athletic in midweek after failing to build on the home win over Ipswich Town four days earlier.
It was a frustrating evening for Henriksen, who feels City were guilty of taking the easy option in possession and hoofing the ball forward.
“I felt very disappointed at the final whistle,” said the Norwegian midfielder. “Wigan was a game I feel we could have won, especially after the way we started the game.
“We were very sharp, played exactly how we wanted to play with tempo and we switched play to create chances.
“But the two goals we then let in were way too cheap. They changed the game completely. We got a goal back before half-time and in the second half I think we dominated the game.
“But we hoofed the ball a little bit too much, instead of playing. If we had kept playing with tempo, we could maybe have created even more.”
The loss to Wigan means Hull head to Reading with just two victories from the opening eight games.
Even allowing for a summer in which the club was left scrambling to bring in new signings on deadline day once again, a return of seven points is a disappointment.
Asked if failing to build on that win over Ipswich represented a case of one step forward, two steps back for City, Henriksen replied: “That is exactly how it feels.
“We felt before this week that this was three games we could win. I feel that even more now, as we lost three points against Wigan.
“That is not good enough for me. Now, we need even more of a performance against Reading.”
Nigel Adkins is again expected to rotate his squad for the trip to the Madejski Stadium, where he spent 20 months in charge before being dismissed in December, 2014.
Henriksen added: “I looked at a table before Wigan. We were five points from the play-offs. But, then we lost and we are now closer to the bottom again. But this is the Championship. We need to bounce back.”