Colorado was without Jeff Larentowicz, who had been suspended, as well as Pablo Mastroeni, who did not play due to a head contusion.
New York jumped out to a quick start, with Henry scoring his first of two goals in the third minute. Kenny Cooper followed up in the sixth minute with a goal of his own, putting Colorado down 2-0 after just six minutes.
Henry would add his second goal of the day during the 53rd minute.
Omar Cummings scored the only goal for Colorado, coming in the 77th minute. Cummings' goal cut the deficit down to 3-1. Cooper added his second of the day in the 89th minute, giving New York a 4-1 lead.
The loss dropped Colorado's record to 2-1 on the season. Colorado's next game will come on April 1 against the Chicago Fire.
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