James Henry was one of four players signed on loan by Norwich over the last two days of the January 2008 transfer window.

An 18 year old winger from Reading, Henry came highly recommended. Glenn Roeder said he was delighted that Reading boss Steve Coppell had agreed to release him. He said: “I like taking players from Steve Coppell because he only has a certain type of player. They must be well motivated. I've done my homework and I am told both boys fit the bill in terms of attitude and desire. Steve has high hopes for Henry."

Wide player Henry, 6ft 1in, is an England Under-18 international. He has had loan spells at Nottingham Forest and Bournemouth, where he scored two goals on his debut for the club in a 2-0 victory at Bristol Rovers, and made his senior Reading debut in the 2007/8 season's Carling Cup, as a substitute in a 4-2 home defeat by Liverpool.

Henry made his debut for Norwich in the home win over Preston on 2nd February 2008.

On 18 March 2008, the deal was terminated by mutual agreement as the Royals felt he wasn’t getting enough of a run out. "I spoke to Nick Hammond and he was concerned James wasn't getting involved as much as he would like him to be and that it was best if he went back," City boss Glenn Roeder told the club's official website. "Although he didn't break into the first team as much as would have been ideal during his time here, he was always a pleasure to work with and he's a very talented player. I'm sure he will go on to be an excellent player for Reading.”

Henry made his Reading league debut in December 2008 against Blackpool. In February 2009, he was loaned out to Millwall for a month. He returned to Millwall on loan in September 2009 until December 2009

James joined Millwall for the third time, this time on a three year deal for an undisclosed fee, on 28th July 2010

On 2nd October 2011, the Football League Paper reported that Henry was a prime target for Ipswich who had had two bids rejected

On 1st October 2013, Henry joined League One side Wolves on a three month loan, teaming again with former Millwall manager Kenny Jackett. Henry made the switch to Wolves permanent on 1st January 2014, signing for an undisclosed fee. He had scored four goals in 13 appearances since arriving at Molineux on loan in October. He signed a two and a half year contract.

Henry and Wolves secured promotion to the Championship on 12th April 2014, winning the League One title with a 3-1 win at Leyton Orient nine days later.

On 31st August 2016, Henry was loaned to Bolton until January 2017. This was extended to the end of the 2016/17 season and Bolton won promotion to the Championship, finishing second in League One.

Henry was released by Wolves on 19th May 2017. He returned to the Thames Valley area and signed for Oxford on 12th July 2017 stating "It's an exciting move for me. Oxford are a club making great progress and they were very impressive last season,"

Following Oxford's promotion to the Championship on 19th May 2024, Oxford announced on 24rd May 2024 that Henry would be leaving the club. The 34 year old had scored 57 goals in 260 appearances for Oxford.