Henley is located 9 kilometres west of the Sydney central business district, in the local government area of the Municipality of Hunter's Hill.

[3] According to prominent early settler Jules Joubert, they had referred to the Hunters Hill peninsula and surrounding areas, including present-day Henley, as Moco Boula.

[5] Following colonisation, the area was granted to convict, surgeon and notable colonial public figure Dr William Bland, and named 'Blandville' in his honour.

[6] Bland, who had been transported to New South Wales in 1814 for killing a fellow naval officer in a duel, was pardoned in 1815 and became associated with the nearby Gladesville Hospital.

The “Three Brothers”, a formation of three rocks off present-day Henley, became a traditional finish line marker for many of these events,[9] and the local Mercantile Rowing Club established training facilities in the suburb in 1874.

[10] In 1888, Australian Henry Ernest Searle won the title of World Sculling Champion from fellow sculler Peter Kemp at one of the Parramatta River regattas.

[12] In recognition of the community’s strong connections to rowing, local residents lobbied Council to rename it after Henley-on-Thames, an English town and world-renowned centre for the sport.