Henry was born at Madras, India, to John and Mary Cobbe. He was educated in Dublin, Ireland, and at the age of nineteen, came to Australia in 1910. By 1913 he was living at Rose Hill, Inverell, and working as a Labourer, possibly for the farmer John Staggs owner of the property Rose Hill. The same year Henry was a side drummer with the Inverell Pipe Band.
Henry enlisted at Warwick, Queensland in August 1914, joining the 15th Battalion 3rd Reinforcement, which departed Australia on HMAT A49 Seang Choon the following February. Henry served in Egypt and at Gallipoli where he was killed in action on 8 August 1915. He has no known grave and his name is recorded on the Lone Pine Memorial at Gallipoli, Turkey.
Henry's name is recorded on a marble plaque on the sandstone War Memorial in Leslie Park, Warwick, Queenalnd.
At Inverell, Henry's name was among those included on the Inverell Pipe Band WW1 Honor Roll, unveiled in October 1919.