He apprenticed to a gunsmith as a young man and worked his way up to shop foreman at the Robins & Lawrence Arms Company of Windsor, Vermont, where he worked with Horace Smith and Daniel B. Wesson on a rifle known as the "Volitional Repeater".

Wesson remained as plant manager for 8 months before rejoining Smith to found the "Smith & Wesson Revolver Company" upon obtaining the licensing of the Rollin White rear loading cylinder patent.

Winchester forced the insolvency of the Volcanic Arms Company in late 1856, took over ownership and moved the plant to New Haven, Connecticut, where it was reorganized as the New Haven Arms Company in April 1857 and Henry was hired as plant superintendent.

[4] In 1864, Henry grew angry over what he believed was inadequate compensation and attempted to have the Connecticut legislature award ownership of New Haven Arms to him.

[5] Henry left the Winchester Repeating Arms Company over this dispute and worked as an individual gunsmith until his death in 1898.