Starting the season in the minor leagues with the Yankees' Double-A affiliate, the Trenton Thunder, Henn was called up to the Yankees' Triple-A affiliate, the Columbus Clippers. On May 4, he started in the majors in place of Randy Johnson against the Tampa Bay Devil Rays. He was roughed up, allowing 6 runs in 2.1 innings with 2 walks and no strikeouts. Henn was sent down to the minors, but he was called up to replace an injured Kevin Brown. In his second major league career outing, Henn gave up 5 runs, 4 earned over 4.2 innings, including 7 walks and only 46 strikes over 98 pitches, earning him a second loss. In his third major league outing, which came against the New York Mets, Henn was unable to hold the opposing offense down. Since the Yankees' schedule allowed them to play without a fifth starter, the Yankees sent him back to the Clippers. The roster opening left by Henn's demotion allowed the Yankees to call up Kevin Reese. In, he was 0-1 in 4 games. In, he beat out Ron Villone in spring training for the final bullpen spot. He threw 4 scoreless innings to begin the regular season. Henn was called up on July 22, 2007, to pitch against the Tampa Bay Devil Rays. Henn's strikeout in that game would be the last plate appearance by a Yankee pitcher at Yankee Stadium. He was charged with the loss in two pivotal, extra inning games with direct playoff implications against the Angels and Tigers in late August 2007. In, Henn started the season on the 15-day DL. While on a rehab assignment with Scranton, the Yankees designated him for assignment to make room on the 40-man roster. On May 9, Henn was claimed off waivers by the San Diego Padres. On June 2, he was sent outright to Triple-A. In December 2008, he signed a minor league contract with the Minnesota Twins. The Twins called him up on May 19 to fill the roster position left open by Glen Perkins being placed on the disabled list. He was outrighted back to the minor leagues on July 2.
On October 29, 2009, Henn was claimed off waivers by the Toronto Blue Jays. He spent the 2010 season in the minors with the Las Vegas 51s and then re-signed with the Blue Jays after the season.
In 2013 Henn pitched for the Las Vegas 51s in the Mets organization. He was called-up the Mets on September 7, 2013, after Scott Rice went on the disabled list. He was outrighted off the roster on October 17, 2013.