Henry entered the 2009 WNBA draft but went undrafted. She played the next 3 years overseas before playing on a WNBA team. In 2011, Henry had signed with the Seattle Storm to a training camp contract, but was waived before the season started. In 2012, Henry signed with the Atlanta Dream to a training camp contract. Following the training camp she made the final roster for the team, becoming the third Jamaican player in WNBA history. In her rookie season with the Dream, Henry played 34 games with 14 starts as a reserve, averaging 4.8 ppg and 4.1 rpg. During the season, Henry set a franchise record for most field goals made without a miss in a regular season game win against the Tulsa Shock, where she scored 14 points on 7 of 7 field goal shooting. In 2013, Henry re-signed with the Dream. During the 2013 season, Henry played 34 games with 1 start averaging 3.9 ppg and 3.9 rpg. The Dream made it all the way to the 2013 WNBA Finals but were swept by the Minnesota Lynx. In 2015, Henry re-signed once again to the Dream. In the 2015 season, Henry played 29 games with 11 starts and averaged a career-high in scoring but the Dream never made it to the playoffs. In 2016, Henry signed a 2-year contract with the Connecticut Sun. After playing 10 games in her first season with the Sun, Henry would miss the rest of the season while being listed as day-to-day, due to undisclosed health reasons. On January 26, 2017, Henry was traded back to the Dream in exchange for Reshanda Gray.