 After retiring as a player, Henry joined the coaching staff of Partick Thistle, Burnley and Blackburn Rovers.From 2010 he was the reserve team coach at Bolton Wanderers, but left the club shortly after the dismissal of Owen Coyle in October 2012.He subsequently followed Coyle to Wigan Athletic in 2013, undertaking a similar role to that of his Burnley and Bolton days.