That result leaves Luton 14 points off the play-offs with 11 games left with many Luton supporters having seemingly given up on the prospect of extending the season.
The skipper said: “They can give up if they want, it’s up to them. I’m definitely not giving up, I don’t give up until it’s over.
“We’ll be pushing on, you never know what can happen in this league, we could go on and win every game until the end of the season.
“People may laugh at me but that’s the way I believe and that’s the way I’m going to move forward, we’ve still got a chance.”
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But he admitted the players are certainly hurting after that defeat to the Tigers, saying: “The players are not saying anything in there.
“It is low in there, but they’ve got to pick themselves up, we’ve got to pick ourselves up and we need to go back on the training ground as soon as possible and work and improve ourselves because that’s the only way we’re going to go forward.
“I can quite honestly stand here and say I’m gutted and I know the lads are and the fans. But we need to push on together and achieve something.”
Town go to top-of-the-table Wrexham on Saturday and Henry believes winning at the Racecourse Ground would be the ideal way to bounce back.
“It couldn’t be better really could it, us going to Wrexham away and beat them and then you never know,” he said.
“We will get into training tomorrow, Thursday, Friday and move on to the Wrexham game and try to give them a good going.
“A lot of the fans probably think how are you going to do that after tonight’s performance, but strange things happen in football and we believe in ourselves and we will move on together.
“We’ve got good ability in there it’s just getting it all together.”
Many Town fans might fear the worst from Luton’s trip to northern Wales, but boss John Still is hoping his charges can rectify Tuesday night’s dire performance.
He said: “We’ll have to wait and see. But I don’t fear anything, good bad or indifferent.
“I just want to go and play the games and give the players the opportunity to show me they can be part of a team that can get out of this league and they’ve got until the end of the season really to do that.
“It’s a great opportunity for people to show that today was just a disappointment.”
And he added: “When people talk about turning things around, football’s a game of high and lows.
“Sometimes you are over-excited and sometimes you’re a bit down. Let’s just go and play the games.
“Players have an opportunity, and it’s a massive opportunity too for people to say I want to be in this team when it gets out of this league. I want to be in this team.
“It’s up to them and at the end of the day. Players pick the team on performances. Managers don’t pick the team, players pick the team on performances.
“So when I’m watching and assessing I’m looking for who can be that player, who can be the next one that I say can yeah that’s a tick.
“Well they’ve had only four games so in the rest of the games it’s just a matter of finding out who can and who can’t.
“I don’t know exactly league position where we were when I came, but probably about the same position as we are now.
“Well the best team wins the league every time. If you’re 10th in the league, it’s because you’re the 10th best team.
“At the moment I think we’re the eighth best team over a period of time. Well the eighth best team doesn’t get you out of this league.
“So we’ve got to work hard and try and find the players from what we’ve got or to bring in that can make us the best in the league.”