Named in the starting lineup after completing his one-month loan move less than 24 hours prior to the Southern League Premier Division South encounter, the 18-year-old completed 90 minutes.
After the Dolphins fell behind early on, the Dorset outfit pressed for an equaliser with Henry causing the Hendon defence problems with his pace and power.
A strong run from the teenager in the opening 45 minutes led to Luke Roberts heading just wide, before Henry almost marked a debut to remember.
Still trailing 1-0 with six minutes remaining, the West Ham Academy graduate had a chance to level the scores but saw his effort fly agonisingly wide of the target.
The defeat leaves Poole in 10th place but just four points outside the play-offs, hosting Cinderford Town in the Emirates FA Cup second qualifying round on Saturday.