Henry's second goal in the 56th minute broke a 2-2 tie and put the Red Bulls ahead for good. New York midfielder Dax McCarthy found him with a pass at the top of the box and he fired a shot to the near post past Montreal goalie Donovan Ricketts.
Henry then set up a goal by substitute Mehdi Ballouchy in the 72nd, and capped the scoring in the final minute when he put in a rebound of a shot by Kenny Cooper.
Cooper also scored for the Red Bulls (2-2-0).
The expansion Impact (0-3-1) are still seeking the first win in their MLS history despite tallies from Sanna Nyassi and Justin Mapp.