Henry started her professional career in 1999 as a 15-year-old playing for the Western Flyers in the Coca-Cola Cup (later the National Bank Cup).[2] She moved to the Waikato Bay of Plenty Magic after two years, winning two National Bank Cup titles in 2005 and 2006.[3]
With the start of the ANZ Championship in 2008, Henry remained with the Waikato Bay of Plenty Magic. But in 2009, after eight years with the Magic franchise, Henry announced through her agent that she was moving to the Auckland-based Northern Mystics, following a contract dispute.[7] She was joined by fellow Silver Ferns and former Magic teammate Maria Tutaia for the 2010 season.[8] Henry later on moved to the Central Pulse. She retired from international sport in 2014, and in 2016 took up a position at the Harrow International School in Hong Kong.[9] She now works as the Housemaster of Bishops House at Whanganui Collegiate School.[10]