 Henry joined Walsall at age 11 and progressed through the youth ranks to make his first non-competitive senior appearance for the club shortly after his 16th birthday, in a pre-season friendly against Leeds United in July 2013.One year later, he signed his first professional contract after impressing for the club's youth team.Henry received his maiden calls into the first team squad for two League One matches in September and October 2014 respectively, before making his competitive debut with a start in a Football League Trophy northern area semi-final shootout win over Tranmere Rovers on 9 December.