Welsh international Hennessey began the season as a substitute behind Alex McCarthy, following an injury to long-serving number one Julian Speroni.
But an injury to McCarthy presented the Welshman with a run in the first team during which he has impressed.
As well as the exceptional late save when Shane Long was through on goal, Hennessy reacted brilliantly in the first half to tip over Steven Davis’s close-range header.
“The other two [McCarthy and Speroni] have been fit for a while,” said Pardew.
“So Hennessey’s cemented his position with a couple of great performances this week. He’s very focused on the Euros at the end of the season for Wales, it’s a terrific week for him.
“We had a big debt to Wayne there, to just stand tall and stick a leg out and make it difficult for Shane Long. It was a scary moment.”
Ronald Koeman insists he remains unconcerned about the Saints’ performances, though results are a problem.
“I’m worried about results,” he said. “I’m not worried about how we play football. If we don’t create chances we need to be very worried. We are disappointed about the final result, I am not disappointed about the team.
“We worked hard, we did everything, the wind was [affecting] our football, but it was a fighting game, and that makes it more difficult.
Hennessey, Ward, Dann, Delaney, Souare, Zaha, Cabaye, McArthur, Puncheon (Mutch 85), Bolasie, Wickham (Chamakh 90).
Mariappa, Campbell, McCarthy, Lee, Kelly.
Gazzaniga, van Dijk, Fonte, Yoshida (Tadic 67), Cedric Soares, Wanyama, Romeu (Ward-Prowse 79), Bertrand, Mane, Steven Davis (Pelle 67), Long.
Kelvin Davis, Clasie, Martina, Juanmi.