He has performed and recorded with several ensembles: Air, Aggregation Orb, Make a Move, the seven-piece Henry Threadgill Sextett, the twenty-piece Society Situation Dance Band, Very Very Circus, X-75, and Zooid.

After returning to Chicago, Threadgill joined AACM members bassist Fred Hopkins and drummer Steve McCall in a trio which would eventually become the group Air.

After a hiatus, he formed New Air with Pheeroan akLaff, replacing Steve McCall on drums, and reformed the Henry Threadgill Sextett (with two t's at the end).

[1] The group's unorthodox instrumentation included two drummers, double bass, cello, trumpet, and trombone, in addition to Threadgill's alto saxophone and flute.

[1] Among the players were drummers akLaff, John Betsch, Reggie Nicholson and Newman Baker; bassist Fred Hopkins; cellist Diedre Murray; trumpeters Rasul Siddik and Ted Daniels; cornetist Olu Dara; and trombonists Ray Anderson, Frank Lacy, Bill Lowe, and Craig Harris.

[8] In July 2016, he received the Vietnam Veterans of America Excellence in the Arts Award,[9] at the VVA National Leadership Conference in Tucson.

[10] In 2024 he received a PEN Oakland – Josephine Miles Award for Easily Slip Into Another World: A Life in Music, coauthored with Brent Hayes Edwards.

Henry Threadgill Sextett Society Situation Dance Band Very Very Circus Make a Move Zooid Ensemble Double Up 14 or 15 Kestra: Agg Henry Threadgill Ensemble With Muhal Richard Abrams With Anthony Braxton With Chico Freeman With Roscoe Mitchell With Frank Walton With David Murray With Material / Bill Laswell With Sly & Robbie / Bill Laswell With Carlinhos Brown / Bill Laswell With Leroy Jenkins With Kip Hanrahan With Billy Bang With Sola With Abiodun Oyewole With Flute Force Four (Threadgill, Pedro Eustache, Melecio Magdaluyo, James Newton) With Douglas Ewart With Jean-Paul Bourelly With Ejigayehu "Gigi" Shibabaw With Lucky Peterson With Dafnis Prieto With Wadada Leo Smith With Jack DeJohnette