The campaign started with a 4-3 extra-time win over holders Wrexham on Tuesday night, with Scott Vernon coming off the bench to fire the winner.
Hendry said: "Blackpool have won this tournament twice and last year I did send out a weakened team and we got dumped because of it.
"This year we are going to go for it again. We showed some nice touches in midfield against Wrexham, but really should have had the game stitched up in ordinary time."