In 2017, Henry played with the Helena Brewers of the Rookie-level Pioneer League where he batted .242 with seven home runs and 33 RBI over 55 games.[9] He spent the 2018 season with the Wisconsin Timber Rattlers of the Single–AMidwest League, with whom he was named an All–Star and slashed .234/.327/.380 with ten home runs and 41 RBI over 98 games.[10] He was awarded a Gold Glove after the season.[11] In 2019, he spent the year with the Carolina Mudcats of the High–ACarolina League, earning All-Star honors and batting .242/.315/.395 with 14 home runs and 75 RBI over 121 games, as he led the league in double plays grounded into with 18, and was third in strikeouts, with 142.[12]
Henry did not play in a game in 2020 due to the cancellation of the minor league season because of the COVID-19 pandemic.[13] He was not added to Milwaukee's 40-man roster, and became eligible for the 2020 Rule 5 draft, but was not selected.[14]
On July 30, 2021, Henry was traded to the Miami Marlins in exchange for John Curtiss.[17] He was then assigned to the Jacksonville Jumbo Shrimp of the Triple-A East.[18] Over 71 games with Biloxi, Nashville, and Jacksonville, Henry hit .266/.351/.390 with six home runs and 27 RBIs.
On September 17, Miami selected Henry's contract and promoted him to the active roster to make his MLB debut that night.[19] He started at catcher and collected one hit, a double, over four at-bats versus the Pittsburgh Pirates.[20] Henry had 15 at-bats for the Marlins in 2021 in which he collected four hits. In 2022, Henry made 15 major-league appearances for Miami, going 4-for-28 with five walks and 4 RBI.
Milwaukee Brewers (second stint)
On November 10, 2022, Henry was traded to the Milwaukee Brewers in exchange for outfielder Reminton Batista. Henry was optioned to the Triple-A Nashville Sounds to begin the 2023 season.[21] Henry went 3-for-15 in 5 games for Nashville before he was designated for assignment on April 13, 2023.[22] He cleared waivers and was sent outright to Nashville on April 17.[23] Henry played in a total of 65 games for the Sounds, batting .294/.341/.454 with nine home runs and 35 RBI. He elected free agency following the season on November 6.[24]
Toronto Blue Jays
On December 8, 2023, Henry signed a minor league contract with the Toronto Blue Jays.[25] He began the year with the Triple–A Buffalo Bisons of the International League. During a game against the Syracuse Mets on May 31, 2024, Henry was hit in the back of the head by a swing by Pablo Reyes. He was carted off of the field and taken to a hospital.[26] In 27 total games for Buffalo, he slashed .274/.337/.432 with three home runs and 18 RBI. Henry elected free agency following the season on November 4.[27]