In 1915, at the declaration of WWI, Henry enlisted in Niagara with the 2nd Battalion – Canadian Expeditionary Forces. Henry was sent to England where he was transferred to the 58th Battalion upon arrival. He served with the 58th in France and Belgium, was wounded twice and returned to duty both times. Henry was one of the very few Black soldiers who served in a non-segregated battalion during WWI. For his service, Henry was awarded the 1914 Star (Mons Star), the British War Medal and the Victory Medal.