The former Arsenal and Barcelona forward was pleased to see his side turn on the style having suffered a defeat last time out in MLS
New York suffered a shock 2-0 defeat to the Colorado Rapids in their previous outing, but goals from Eric Alexander, Henry, Tim Cahill and Peguy Luyindula secured the points for the Red Bulls.
The win helped the Red Bulls keep pace with Eastern Conference leaders Sporting Kansas City and Henry said the victory was the perfect answer to last week's loss.
"We had to respond after the game against Colorado so we did," Henry said.
"I always say that we only got three points tonight so we have to concentrate on the next game with Toronto and make sure we compete there.
"I think it was great, we had a bad day at the office the other day against Colorado and maybe the same thing happened to Montreal tonight.
"We all know how it feels because we were in the same situation last week but we bounced back and the most important thing which I have always said since I have been here is to try and be consistent and a lot of teams are struggling to be, but we have to find a way to be consistent."
Red Bulls coach Mike Petke said the players deserved credit for their effort and attitude on the field.
"It was not the work rate that I wanted to see in Colorado from either the coaching staff or the players," Petke said.
"I wasn't seeing it from the players and I want to make that clear.
"We really emphasised on some key things that Montreal does in the pre-game, and especially Eric Alexander's first goal is a product of what we pointed out to him, to go at Jeb Brovsky one on one when the situation calls for it.
"I think it is a combination of them really stepping up the effort and doing what we as a team pin-pointed and they followed through with it."