Henry had been unlucky not to make the New Zealand squad. He had played well in the handful of One Day International matches he was selected in but couldn't force his way into a squad overflowing with talent.
Then New Zealand fast bowler Adam Milne got injured and Henry got the phone call. He was at his cousin's engagement party when he found out he was in the team.
"It's pretty hard to believe, you've got to pinch yourself," he told reporters in Melbourne on Thursday.
"It's an unbelievable opportunity to have ... it's unfortunate for Adam, it's not the situation you want to be in but it's the nature of the beast."
Henry had been keeping himself fit playing in New Zealand's domestic competition but had no idea what he was about to get into.
He was called straight into the team for Tuesday's World Cup semi-final against South Africa at Auckland's Eden Park, in what proved to be one of the greatest matches ever played.
Henry bowled eight overs. He didn't take a wicket but in a high-scoring, pressure-packed game he was New Zealand's most economical bowler.
And now the 23-year-old finds himself in Australia, preparing for Sunday's World Cup final at the Melbourne Cricket Ground in front of an expected 90,000 fans.
"To go from a Plunkett Shield game with not too many people being about, to everyone screaming your name at Eden Park was a bit of a contrast," said Henry, who has never played at the MCG.
"It felt like 90,000 at Eden Park.
"We've got plenty of Kiwis here, I'm sure it won't be an issue. It's about focussing on your processes. You're playing cricket."
Henry said he has no regrets about missing out on selection at the start of the tournament and was thrilled to get a late call up.
"It's one of those things, we have a very strong squad and someone had to miss out. That was me," he said.
"You want to be a part of it, like Brendon (McCullum) keeps saying it's the best time of our lives. It's great to be part of it now."
(Reporting by Julian Linden; Editing by Amlan Chakraborty)
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