Henry made his NHL debut with the Oilers in the 2002–03 season, playing in only three games before he was placed on waivers to be claimed by the Washington Capitals on October 24, 2002. Henry went on to play 38 games with the Capitals.
On October 9, 2003, Henry was again placed on waivers, this time to be claimed by the Minnesota Wild. With Minnesota he played his first full season in the NHL with 71 games played. Henry signed with the German team ESV Kaufbeuren in the 2nd Bundesliga during the 2004–05 NHL lockout before returning to the Wild in the 2005–06 season.
On August 22, 2006, Henry was signed as a free agent by the Nashville Predators.[1] He went on to play two season's with Predators affiliate, the Milwaukee Admirals.
On July 3, 2008, Henry was signed as a free agent by the Montreal Canadiens to a one-year contract,[2] and played his first regular-season game with the Canadiens on February 1, 2009, against the Boston Bruins.[3] It marked his first NHL game since the 2005–06 season.
On May 9, 2012 it was announced that Henry had signed a contract with the Düsseldorfer EG of the Deutsche Eishockey Liga. On October 9, 2013 it was announced that Henry had signed a one-year contract with HYS The Hague in the Dutch Eredivisie.