Born in Hong Kong, Henry grew up in the Snowy Mountains of New South Wales. Before embarking on a career in golf, he represented Australia in Alpine Skiing at the world Junior Olympics in Italy. As a junior golfer he was selected to attend a talented athlete camp for golf in Sydney where he met the head coach of The Kooralbyn International School, Peter Claughton, who invited him up to Queensland to be a part of his squad. After two years he received a full scholarship to the International Pacific College, where he worked with Tom Bernt, Ian Triggs and Ken Bernt.
Known on Tour as 'King Henry' he is also a magician and holds the Guinness World Record of 2 min 22 sec for the longest time an individual can keep a golf ball spinning on the face of a putter. Henry continues to play predominantly in Australia and in Asia.