Henry takes his side to Llanelli to face the Scarlets this Friday knowing that an away win could be absolutely crucial when it comes to securing an end-of-season Play-Off place.
While Ravenhill has always had a reputation as a difficult place to go for any visiting team, Ulster's form away from Belfast in recent seasons has not been anywhere near as impressive.
But encouraging wins at the table-topping Ospreys in the Magners League and English giants Bath in the Heineken Cup have shown exactly what Ulster are capable of and Henry is confident that a mental barrier has now been crossed when it comes to winning important games on their travels.
"We've got to go over to the Scarlets and approach it the same way as we did the Bath and Ospreys games," said Henry, who has played in 10 of his side's 11 league games so far this season.
"We can't be scared to go for it. We have to play our own game and starve them of possession by doing that.
"The mental barrier has been crossed. We've shown that we can win on the road so we aren't going over there thinking that we can't.
"We know it's a game we have the ability to win provided we all turn up and bring what each of us has to offer."
Ulster are currently lying in sixth spot in the Magners League table, five points behind fourth-placed Munster who occupy the last of the four Play Off places.
A 22-22 draw at home to the Dragons last time out has set their Play-Off challenge back a touch and Henry admits that it was a frustrating result in what was just their second league game of 2010.
"Obviously we were very disappointed with that," Henry told the Belfast Telegraph.
"Those were points that probably got away from us as a result of a number of small things not being right.
"Our discipline wasn't good and we made too many errors, both individually and collectively.
"We needed to be better in our finishing. We were in a position in the last 20 minutes where, if we'd got a penalty or a drop goal, we could have won it. But we didn't finish it off."
Henry believes he and his team-mates underperformed against the Dragons in mid-February and he doesn't shy away from the need for improvement against a dangerous Scarlets squad boosted by the return of Wales squad members Jonathan Davies, Ken Owens and Matthew Rees.
The countdown to the Play Offs is well and truly on and, with away games at the Blues, Glasgow and Edinburgh still to come, Friday's game could shape the context of Ulster's season.
"Scarlets like to play rugby and throw the ball out. Their off-load game is terrific, too, so that's a big threat.
"We have to be very focused and we're going to have to concentrate fully against them. We've talked about them but now that we've done that it's time to look at our own game.
"We've got seven games and we have to grab as many points as possible from each of them."
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