Henry was drafted by the Dolphins in the seventh round of the 2002 NFL Draft. On July 24, 2002, he signed a three-year, $933,000 contract with a signing bonus of around $28,000. Henry was waived from the team following the preseason on September 2 but was added to the practice squad. He remained there most of the regular season before being promoted to the active roster on December 4. It was reported that the Arizona Cardinals had attempted to sign Henry off the Dolphins' practice squad before his promotion. He spent the final four games of the season inactive. In 2003, Henry beat out fellow running back Robert Edwards for a roster spot in the preseason. He was inactive for every game during the regular season. In the 2004 offseason, Henry was tendered a contract as an exclusive-rights free agent and was re-signed to a one-year contract. He was allocated to NFL Europe where he played for the Frankfurt Galaxy. In the team's Week 1 contest against the Amsterdam Admirals, Henry earned NFLE Offensive Player of the Week honors after rushing for 114 yards and two touchdowns in 19 carries. He was placed on NFLE injured reserve with a groin injury on May 6. Henry recovered from his groin injury in time for training camp in 2004, but a quadriceps injury forced him to miss most of the preseason. After being waived on September 11 and re-signed to practice squad, Henry was added back to the active roster on September 18. Henry made his NFL regular season debut in Week 3 against the Pittsburgh Steelers, rushing 21 times for 41 yards. The following week, he earned his first start against the New York Jets. Against New York, he had the most productive game of his career with 85 rushing yards on 18 carries and three receptions for 12 yards. He started against the New England Patriots the following week, but had just 10 yards on five carries. The following week, Henry was passed on the depth chart by Sammy Morris and Brock Forsey. He appeared in the team's Week 6 contest against the Buffalo Bills but recorded no stats, and was inactive for the team's next six games. He was activated in Week 13 against the Bills, carrying the ball two times for five yards and losing the only fumble of his career. Two days after the game against Buffalo, Henry was released by the Dolphins.
Final season
The following offseason, Henry was signed by the New York Jets on April 6, 2005. He lasted just one month on the team however, and was released May 5. Henry was then signed by the Oakland Raiders on August 13. He appeared in only one preseason game for the team, against the Arizona Cardinals on August 26. He carried the ball four times for nine yards and caught one pass for eight yards. He was waived three days later. On November 17, the Seattle Seahawks offered Henry a tryout but did not sign him.
