Dalglish made 11 changes at halftime to give all his players a run-out but will not have liked the way his team were taken apart at the back.
Robbie Brady and Robert Koren put Hull in command before the break and even though Liverpoolsent on their big guns, including ?35million striker Andy Carroll, Jay Simpson added a third for theTigers.
No chance: Liverpool goalkeeper Doni is left helpless as Robert Koren scores for Hull
Despite the setback, Downing the pick of Liverpool's players in the second half could not wipe the smile off his face after his first appearance for the club following a ?20m move from Aston Villa.
'It's been a long time coming and it felt great to get out there and kick a ball for Liverpool,' he said. 'It will take time for us to gel and that's what pre-season games are for. I felt good and managed to get some crosses in. I know Andy [Carroll] from England and think we can get a good partnership going.
'But I know I might be asked to play a bit differently than I did at other clubs and, as a group, it's natural we're learning how each other plays.'
Flying high: Koren (left) celebrates with team mate Robert Brady after scoring the second goal
Midfielder Henderson, a ?16m signing from Sunderland, showed energy in his first game but anothernew arrival, Charlie Adam, from Blackpool, was caught in possession at times.
Dalglish will not panic after a pre-season defeat, particularly as the team have already had to travel and play games in China and Malaysia.
But Liverpool fans looking at the scoreline will be praying that Steven Gerrard is fit for the start of the Premier League season on August 13.
Debut: Stewart Downing made his Liverpool bow
The skipper, who has not played since March, returns to training this week for the first time since undergoing two groin operations and will be assessed before the club decide whether to play him in any of their three remaining friendlies.
Goalkeeper Pepe Reina, absent as he recuperates from a hernia operation, has been pencilled in for the game against Valerenga in Norway on August 1.
Liverpool players wore black armbands as a mark of respect to victims of Friday's tragedy. Teenage Manchester United loanee Brady started the rot for Liverpool by turning inside Jamie Carragher and shooting past Doni with the aid of a deflection.
Hull's one-touch football was too much for Liverpool to handle when Koren danced his way to the edge of the penalty area before curling a finish past Doni. Liverpool were poor in attack with David Ngog failing to hold the ball up and Joe Cole flitting in and out to little effect, fluffing one chance from four yards.
Liverpool improved after half-time but their lot got worse when Hull substitute Simpson beat the offside trap to slam in a third.
Milan Jovanovic and Thomas Ince could leave Anfield in the next 72 hours. Liverpool will also listen to offers for Alberto Aquilani, Sotiros Kyrgiakos, Emiliano Insua, Philip Degen, Nabil El Zhar, Cole and Ngog.
All the latest Liverpool news, features and opinionHull 3 Liverpool 0: Dalglish sees his ?80m men shown up by more defensive howlers Liverpool flop Jovanovic offered chance to strike it rich in the Middle EastCLICK HERE TO SIGN UP FOR OUR FREE FANTASY FOOTBALL GAME