During her third year of her medical degree at Dalhousie, Henry enlisted in the Royal Canadian Navy and served as a medical officer after graduating. She was based out of CFB Esquimalt on Vancouver Island, B.C. and served for 10 years. In the early 2000s, Henry served as part of the World Health Organization – UNICEFpolio eradication programme in Pakistan. She continued to work with the World Health Organization in 2001, moving to Uganda to support their efforts to tackle the Ebola virus disease. Henry helped to establish the Canada Pandemic Influenza Plan, which contains recommendations for health-related activities during the spread of a virus. In September 2001, Henry joined the Toronto Public Health as an associate medical officer of health, where she led the Emergency Services Unit and the Communicable Disease Liaison Unit. In this capacity she was operational lead of the response to the severe acute respiratory syndrome and Influenza A virus subtype H1N1 outbreaks in Toronto. From 2005 to 2007, Henry worked as a physician epidemiologist at the BC Centre for Disease Control. From 2007 to 2014, she was the medical director of Public Health Emergency Management while also while also working as medical director of Communicable Disease Prevention and Control starting in 2011. She helped Canada to plan and police the 2010 Winter Olympics. In December 2013, Henry was made interim provincial executive medical director of BC Centre for Disease Control. She was made Deputy Provincial Health Officer in August 2014, a position she held for three years. She helped to lead British Columbia through a catastrophic wildfire season, which impacted the air quality, as well as advising the Government of Canada on the Influenza A virus subtype H7N9 epidemic. In February 2018, Henry was appointed as the Provincial Health Officer for British Columbia at the British Columbia Ministry of Health, the first woman to hold the role. She chairs the pandemic influenza task group. The group looks to minimise the number of people who become seriously ill during a pandemic, as well as limiting the social disruptions. She called for more efficient electronic systems to understand vaccine uptake, as well as manage Canada's vaccine inventory. Henry leads the provincial government's response to the COVID-19 pandemic in British Columbia. The medical columnist for The Globe and Mail described her as "a calming voice in a sea of coronavirus madness". Henry was featured in a New York Times article titled "The Top Doctor Who Aced the Coronavirus Test", praising the way that she has handled the COVID-19 pandemic. Henry has taught at the UBC School of Population and Public Health, Faculty of Medicine since 2010, where she is an associate professor.