Henry and his team-mates were on the wrong end of a 19-9 scoreline at the Cardiff City Stadium last Friday and the No8 admits it was a disappointing penalty count that ultimately led to that defeat.
The only try of the game came when the visitors had both Darren Cave and Ryan Caldwell in the sinbin but Blues kickers Ben Blair and Leigh Halfpenny missed a hatful of chances to punish Ulster even further with the boot.
"Of course we were disappointed. It was another tough day for us," said Henry of Ulster's seventh loss of the Magners League season.
"We went into the game full of confidence but, unfortunately, we were a bit ill disciplined and we didn't get good set-piece ball.
"Even when they got their try we managed to crawl back to within a bonus point but, again, the discipline wasn't there.
"In those away games you need to try and give yourself the chance to be in the mix in the last 10 minutes to sneak the win.
"It's another learning thing for us, but we're very disappointed."
Henry, who starts at the base of the scrum in Saturday's return match at Ravenhill, says his side are fully aware of where they went wrong and what they need to do to reverse the result this time around.
The fact that they have the chance to make amends so quickly against the same opposition just adds to the excitement.
"We've worked hard now to try and rectify things and give ourselves the best shout for this week," added Henry, who has featured in all bar one of Ulster's 13 Magners League games so far this season.
"This week it's about trying to keep our discipline, making sure we focus on our game and aren't afraid to take it to them.
"We're busting to go now. It's back at Ravenhill; it's all to play for and hopefully the crowd will come out and give us that 16th man support that we desperately need at the moment.
"Everybody knows that we've got to start fronting up and go out there and really turn it on and make sure we turn up."
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