Henry Pye (25 December 1873 – 9 April 1942) was an Australian politician.
He was born at Burnewang near Rochester to farmer Edward Pye and Margaret Gorman.
He went to the goldfields in Western Australia, where he built bridges for the railways, before returning to Swan Hill, where he resumed control of his business.
From 1917 to 1935 he served on Swan Hill Shire Council, with a term as president from 1931 to 1932.
In 1932 he won a by-election for North Western Province in the Victorian Legislative Council, representing the Country Party.