He played 177 games in the NHL with the Edmonton Oilers, Washington Capitals, Minnesota Wild and Montreal Canadiens.

Henry was selected in the 3rd round, 67th overall, in the 1998 NHL Entry Draft by the Edmonton Oilers from the London Knights of the Ontario Hockey League.

Henry made his NHL debut with the Oilers in the 2002–03 season, playing in only three games before he was placed on waivers to be claimed by the Washington Capitals on October 24, 2002.

Henry signed with the German team ESV Kaufbeuren in the 2nd Bundesliga during the 2004–05 NHL lockout before returning to the Wild in the 2005–06 season.

On October 9, 2013 it was announced that Henry had signed a one-year contract with HYS The Hague in the Dutch Eredivisie.