At one stage, the Tigers looked as though they could fall through the relegation trapdoor for the second consecutive campaign.
However, an upturn in form has seen them record victories in four of their last seven outings to allay fears of demotion out of the Championship.
The latest win came in the emphatic 5-0 triumph at beleaguered Burton Albion – the club’s biggest away win since an identical scoreline against Glossop in 1915.
Following the success in Staffordshire, City are now 10 points clear of third-bottom Barnsley.
They can consolidate their place in the division next term with victory in this weekend’s Yorkshire derby at home to Sheffield Wednesday.
Norway international Henriksen says after a tumultuous campaign the Hull players want to finish with a bang.
He said: “I know we are so much better but we’ve put ourselves in this position, so the least we can do is get us out of it.
“We want to show the character and the capability of the team.
“It looks very good but we need one more win and then we’re safe.
“We have four more games and we want to try and win all of them.
“A lot of relief will come if we win against Wednesday.
“We changed lots of players against Burton and it shows we have a lot of good players who want to fight.
“The atmosphere in the club right now is very good.
“When we talk about it, we’re all disappointed that we are where we are.”
Nigel Adkins’ side made it nine goals without reply during the midweek rout and Henriksen believes the ruthlessness of his colleagues will stand them in good stead ahead of the Owls’ visit to the KCOM Stadium.
“To get the first goal against Burton that early was very important,” he added.
“We said we were going to try to put them under pressure.
“We knew they had problems with the tempo at the back and that’s exactly what we did.
“We dominated after the opener and were in full control.
“To score five goals and the way we did it too, is great.
“It’s been a very good week and we want to top it off Saturday now.”