He was granted early retirement as Bishop of Calgary by Pope Francis on January 4, 2017, due to health concerns.

He served as the Apostolic Administrator of the diocese until the installation of his successor, William McGrattan, on February 27, 2017.

His support came from devout Catholics who agreed with his traditional faith-based views on contemporary issues such as gay marriage.

[5] Henry did not allow public health officials to vaccinate students in Catholic schools against human papillomavirus, or HPV.

He believed that the HPV vaccine was a partial prophylaxis which was utilized instead of, rather than with, the development of self-discipline and virtue.