The Kings missed out on their initial chance to win the first Stanley Cup title in franchise history, but they still hold a 3-1 advantage in the championship series.
New Jersey will again try to avoid elimination when it hosts Game 5 Saturday.
Goaltenders Martin Brodeur of New Jersey and Jonathan Quick of Los Angeles battled through two scoreless periods, combining to make 23 saves during the opening 40 minutes.
Henrique saved the New Jersey season with his wrist shot and the Devils tacked on an empty-net goal from Ilya Kovalchuk with 20 seconds remaining.
Both netminders made 21 saves.
It was only the third playoff loss this year for the Kings, who have moved to the brink of a championship as the No. 8 seed in the Western Conference.
Los Angeles has outscored the opposition 50-24 in putting together its 15-3 record.
The Devils are trying to become the fourth NHL team to come back from a 3-0 deficit and win a playoff series. It has happened once in the Stanley Cup Finals -- Toronto coming back to win four in a row against Detroit 70 years ago.