The Norwegian, who took over at Molineux in the summer, has overseen a run of one win in nine games, with boos from the home fans after Tuesday's 1-0 defeat to Milwall left the Championship side 18th in the table.
Following that loss, local press reports had suggested that several senior Wolves players had urged Solbakken to change his tactics during a team meeting on Wednesday, but Henry insisted to the club's official website: "What was in the report wasn't correct.
"We always have meetings after matches and are encouraged to have our say but we all know that the manager has the final responsibility.
|GRINDING IT OUT|
|11/1||Wolves are 11/1 with PaddyPower to draw 0-0 away against Bristol City|
"We've been through testing times and we need results quickly. We think we are better than where we are at the moment but it's one thing saying it - we need to show it on the pitch.
"The manager, the coaches and players are all on the same page, we all have the same aim - promotion. We all know things need to improve quickly and they will."