Henry attended Yulee High School, where he was a three-sport star in football, basketball, and track. He played as a running back for the Yulee Hornets football team. He ran for 2,465 yards and 26 touchdowns as a freshman in 2009. He was named a first-team All-Coast at running back in 2010 after rushing for 2,788 yards and 38 touchdowns while averaging 8. 9 yards per attempt. He rushed for 2,610 yards and 34 scores as a junior in 2011 to earn first-team All-Coast honors from the Florida Times-Union. He set the Florida high school record with a 510-yard performance against Jacksonville Jackson and averaged 9. 2 yards per carry and 327. 8 yards per game as a senior, finishing the season with a state-record 4,261 yards and 55 touchdowns. He finished his high school football career with 12,124 career rushing yards, which broke Ken Hall's career record. He also rushed for 153 career touchdowns. His career touchdown totals rank fifth all-time. In four years at Yulee he averaged more than 250 yards a game and never rushed for fewer than 100 yards in a game. He played for the East squad in the 2013 U. S. Army All-American Bowl, where he rushed for 53 yards with a touchdown and a two-point conversion.