His first major role was as coach of the successful Auckland provincial rugby team from 1992 to 1997. During his tenure, the team won the National Provincial Championship (NPC) four years in a row (1993–1996). Henry also coached the Blues in the Super 12 – winning the title in 1996 and 1997, and losing the final in 1998. Remarkably, the only other occasion the Blues have won the title was when he briefly returned as technical adviser in the 2003 season.