[7] On 25 June 2015 it was announced that Henrik Møllgaard would be joining PSG Handball on a one-year loan contract, due to a long-term injuries with William Accambray.

[8] On 4 January 2016, Skjern Håndbold announced that Henrik Møllgaard would be joining PSG Handball permanently from the start of 2016/2017 season on a three-year contract.

[10][11] In 2024 Henrik Møllgaard became the player assistant coach in Aalborg Håndbold, when the club fired Maik Machulla midway through the season.

[12][13] In December 2024 he announced that he would retire from handball at the end of the season, and leave Aalborg Håndbold.

[14][15] In 2025 he won the Danish Cup with Aalborg Håndbold, beating Bjerringbro-Silkeborg in the final.