Henry was also the head coach of the St. Louis Gunners, an independent professional football team, in 1933.

Henry was the first head football coach at the Howard Payne University in Brownwood, Texas, and he held that position for two seasons, from 1912 until 1913.

Henry was head coach of the University of Missouri from 1923 to 1931.

On December 25, 1924, he led Missouri against USC at the Los Angeles Christmas Festival, losing by a score of 20–7.

[2] Henry moved to Albuquerque, New Mexico, in 1943 and entered the real estate business.