In March 1865, Vermont's Congressional delegation recommended Henry to serve as U.S. Marshal for Vermont. He was appointed in July 1865, and continued to serve until his death. During his term, the Fenian Brotherhood, an organization of Irish Republicans, attempted to attack the British dominion of Canada from staging areas in Vermont. Henry took steps to prevent the Fenians from receiving weapons or traveling to Canada, and later oversaw their dispersal and departure from the state.