Mick McCarthy's side had collected eight points from four games before being beaten 4-1 by Newcastle at St James' Park last weekend.
Henry and the other players have watched a re-run of that performance this week but the midfielder remains confident Wolves will avoid the drop.
He said: "We watched the video of the Newcastle game and we produced an uncharacteristic performance.
"We got punished although we probably weren't as bad as we might have thought.
"We would have had to do something special to extend our unbeaten run right through to the end of the season. But we are ready to crack on again now and have to start another unbeaten run."
Source: PA
Source: PA