Henne completed 15-of-24 passes and helped the Dolphins to a 17-0 lead through two quarters.
Lex Hilliard and Daniel Thomas scored on short runs in the first half and Dan Carpenter tacked on a 39-yard field goal in the second quarter. Carpenter also had a 44-yarder in the third to give Miami a 20-0 cushion heading into the final 15 minutes.
The lone Carolina touchdown came on a 4-yard run by Tyrell Sutton midway through the fourth period.
Carolina quarterback Cam Newton, the No. 1 pick in this year's draft, started the game and completed 7-of-14 passes for 66 yards without an interception. He also ran the ball four times for 18 yards.
Miami has opened the pre-season at 2-0. Carolina is 1-1.