Still just 20 years old he then finished third overall at the Vuelta a Antioquia, his home race, and third in the Colombian National Championships time trial for under-23 riders.
In 2011, in one of his last races before moving to Europe, he won the opening prologue of the Tour of Utah, and then extended his lead on the first stage when he was involved in a five-man break with riders including Levi Leipheimer.
In 2012 he made his professional debut, joining compatriot and friend Rigoberto Urán at Team Sky after signing a two-year contract.
[15] However, whilst reconnoitering the time trial course with teammates, Henao was hit by a car, suffering a fractured knee cap and ruling him out for the rest of the 2014 season.
[16] Henao made his comeback at the Settimana Internazionale di Coppi e Bartali, where he helped teammate Ben Swift finish second overall.
He held the lead until the final time trial on Stage 6, where his fourth place was not enough to deny Joaquim Rodríguez overall victory by 13 seconds over Henao.
[18] His first European race of the year was Paris–Nice in March, where he finished sixth in the general classification and played a crucial role in successfully defending teammate Geraint Thomas' lead on the final stage by closing down several attacks by Alberto Contador.
[19] He continued his good form into April, where he was runner up at the GP Miguel Induráin[20] and at the Tour of the Basque Country, where he also topped the points classification.
[21] On 20 April, it was announced that Henao had been withdrawn from racing after the UCI opened a biological passport investigation against him, relating to the same readings as had caused his withdrawal in 2014.
Henao formed part of a six-man attack on the first of three Vista Chinesa Circuit loops, and on the final climb broke clear with Vincenzo Nibali and Rafał Majka.