At six months old, she was placed in foster care with her siblings, and raised in Weston-super-Mare, Somerset, by a British-Maltese couple named Joyce and George Dymock.
[1][2] Henry joined the National Youth Music Theatre, and later earned a scholarship to study at the Eugene O'Neill Theater Center in Connecticut.
[citation needed] In 2001, Henry made her professional stage debut as one of Billie's Babes in the Pet Shop Boys musical Closer to Heaven at the Arts Theatre.
Henry had roles in the ensemble of Anything Goes and then in Love's Labour's Lost at the National Theatre in 2002 and 2003 respectively, and in Trevor Nunn's Skellig at the Young Vic.
In 2009, she played Miranda in The Tempest and Minnie Fay in the London revival of Hello, Dolly, both at Regent's Park Open Air Theatre.