[3][4] Henry joined the Toronto FC Academy in November 2008, and captained the team through two seasons in the Canadian Soccer League in 2009 and 2010.

[5][6] He appeared for Toronto FC in the 2010 Nutrilite Canadian Championship against the Vancouver Whitecaps[7] and a 2010–11 CONCACAF Champions League qualifying match against Motagua.

[8] On June 15, 2011, in a 0–0 away draw against New England Revolution, Henry drew high praise from Taylor Twellman who was commentating on the game.

[11] After coming on for Richard Eckersley in the second half against Real Salt Lake on April 28, 2012, he scored his first goal for Toronto in the 77th minute in a 3–2 away defeat.

[15] Henry scored his second goal for Toronto outside the penalty box in a 2–0 home victory over rival Montreal Impact in the Canadian Championship on April 24, 2013.

[18] Henry was sold to 2014–15 UEFA Europa League and Cypriot First Division participants Apollon Limassol, for an undisclosed fee in April 2014 prior to the commencement of the 2014 MLS season.

[19][20] Toronto FC confirmed that the deal had a sell-on clause and they intended to enter into talks with Henry and Apollon Limassol with hope of keeping him on loan again for the 2015 MLS season.

[21] Having previously had two training stints with West Ham in the Premier League after the player was recommended to manager Sam Allardyce by Ryan Nelsen, Henry signed for the club on January 3, 2015, on a "long term" contract for an undisclosed fee.

[22][23] He made his West Ham debut on August 6, 2015, in a 2–1 away defeat to Romanian side FC Astra in the Europa League qualifying stages.

[31] On August 31, 2016, Henry was loaned by West Ham to Danish Superliga club AC Horsens for half a season.

[37] According to Vancouver Whitecaps FC head coach Carl Robinson, the goal of the loan was to help Henry reach full fitness by getting competitive match time.

[40] On November 20, 2019, Henry was transferred to South Korean K League side Suwon Samsung Bluewings for an undisclosed fee.

[41] He made his debut for Suwon in the AFC Champions League, starting in a group stage match against Vissel Kobe on February 19, 2020.

[50] He made his debut for the Wanderers on July 23, subbing into their match against Atlético Ottawa late into the second-half of an eventual 1-0 victory.