They had not beaten Munster away from home for 29 years but the win did come at a cost, as Henshaw - who has been playing at full-back since his return from the Rugby World Cup - fractured his hand.
It came on the restart following Bundee Aki's decisive try, which Henshaw's superb offload created, but Lam says Connacht have already proved they can cope without some of their key players this season.
"The kick-off went to Robbie," said Lam. "He went up in the air and there was a collision and when he came down, you can see on the video that he is holding his hand.
"We finished the last play, and straight away after the game we could see it was blown up.
"For us, losing any player is tough, and we have had a pretty hard run of injuries, but what we have been doing is around team work, and the next guy just steps in.
"We have now had eight wins in a row (in all competitions), and the way we look at it is that Robbie has played three of those games, so we haven't had the same 15 throughout the whole season.
"Probably, if I put what is on paper the best 15, we have never been able to put that out. And that is why what we do on and off the field is crucial."
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Guinness PRO12 Connacht News
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