[5] In 2003, he began providing political analysis for the WMAL Morning News and The Chris Core Show, two local radio shows on WMAL, Washington, D.C.[6] He covered Capitol Hill for Roll Call for eight years, writing that newspaper's "Heard on the Hill" column,[7] and has been a contributing editor at Washingtonian.

[10] On June 20, 2011, it was announced that Henry was leaving CNN to become the Chief White House Correspondent for Fox News Channel.

[citation needed] In 2016, Henry was suspended for four months after media reports revealed his affair with a Las Vegas cocktail hostess.

In an internal memo announcing the firing, Fox News commented that the network "strictly prohibits sexual harassment, misconduct, and discrimination".

Henry received the 2005 Everett McKinley Dirksen Award for Distinguished Reporting of Congress from the National Press Foundation.

Henry provided breaking news coverage for CNN's America Votes 2004, as well as an exclusive March 2005 interview with Jeb Bush about the Florida governor's inability to intercede for Terri Schiavo.

[20]In 2008, the White House Correspondents' Association presented Henry with the Merriman Smith Award (in the broadcast category) for presidential reporting under deadline pressure.

Henry won for his February 14, 2007, news coverage of the Bush administration's irreconcilable assertions that Iranian officials were behind the authorization to send improvised explosive devices to Iraq.