Matt Healy and Tom McCartney also crossed and, while man-of-the-match Craig Ronaldson hit 18 points from the tee, the bonus-point try remained elusive for the hosts.
Indeed Treviso made sure Connacht did not have it all their own way - Jayden Hayward notched up a try-double - but the night belonged to Lam's table-toppers.
And with the GUINNESS PRO12 now splitting up for a two-week European break, Lam has urged his team not to let their superb early form go to waste.
"I'm proud of the whole squad - the players, the management. A lot of work has gone into it," Lam told RTE.
"Everybody can be proud of themselves but it only just begins now. We need to step it up another level because everyone is coming after us and the challenge is to stay up there.
"This group of guys are extremely coachable and they have a hunger to improve. That's all you can ask for; for us to keep on pushing on.
"You have to be disciplined, you have to grind it out. Last year [against Treviso] we got the record score against them but we had six tries in the last 20 minutes. They've got a really good attack and they enjoy moving that ball around.
"We were frustrated not to get the bonus point and to give away a try at the end but all in all the boys can be proud of their efforts."
Many GUINNESS PRO12 clubs have been reinforced by the return of their World Cup stars but Lam admits Henshaw has returned to a well-oiled machine.
"Robbie will be happy with that," he added. "He's been impressed with our phase play structures and the shape of our attack and that was a really good team try. He did really well to finish it off."
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