The 33-year-old midfielder looks set for the Saudi Pro League in a deal worth £12m plus add-ons.
ทางเข้าเว็บแทงบอลเว็บตรง Posting on his Instagram account, Henderson said: "Just know, I will always be a Red, until the day I die."
Henderson captained Liverpool to their first Premier League title in 30 years in 2020.
Saudi Pro League: Which players have joined this summer
The England international also lifted the Champions League, FA Cup, two League Cups, Uefa Super Cup and Fifa Club World Cup during his time on Merseyside.
Henderson will link up again with ex-Liverpool captain and former team-mate Steven Gerrard, who is manager of Al-Ettifaq.
He flew out with the Liverpool squad to their training camp in Germany earlier in July, although he did not play in either of their pre-season matches after an initial offer of £12m was accepted.
The midfielder joined the Reds from Sunderland in a deal worth £20m in June 2011 and made 492 appearances for them, scoring 33 goals and registering 57 assists.
Speaking in the video filmed at Anfield, Henderson said that it was hard to leave his boyhood club more than a decade ago but "when Liverpool come knocking, you don't say no".
He added: "I can't lie, there have been hard times, really hard times. But when I look back at my career at Liverpool, it will always be the good times that I remember."
