Originally from Scotland, Henry now lives in London. Before returning to the UK, he lived in New York, collaborating with renowned producers and musicians such as Reggie Lucas (Madonna, Miles Davis), Bob Brockman (P Diddy), Elliot Randall (Steely Dan), Steve Burgh (Billy Joel), Carlos Alomar (David Bowie), and Richard Gottehrer (Blondie). He was also a member of The Far Corporation, featuring members of Toto.

With his band Roo-Ha Ha, Henry signed with Geffen Records and worked with French artist Christine Lidon on Arista Records. He performed alongside James Brown in the video for I'm Real at the Brooklyn Academy of Music. He has also played with Robert Palmer, Midge Ure, and Marillion.

His last New York project, Big Stupid Guitars, received rave reviews, with their debut album Crack featured in Dan Aquilante’s “Album of the Month” column in The New York Post.