Glasgow fans are expected to travel in heavy numbers but they will be outnumbered in the 18,000 capacity Kingspan Stadium.
However, the scrum-half says the passion of the Glasgow fans will help drive the Warriors on.
"I think about playing away in Toulouse and Montpellier, they were great places to play rugby," said Henry.
"I think this weekend will be similar, quite hostile probably. Last year it was amazing to see so many Glasgow Warriors fans go across and hopefully we’ll have that again this year.
"It will be brilliant, I know they’ll be extremely noisy and get behind us so it’ll be an exciting atmosphere."
Glasgow left it late before edging out Ulster in the semi-final last weekend and Henry says it was the fans who inspired them to push on.
"I think you saw at the end of the game it gives you that extra drive," he continued. "As a player you know everyone’s behind you and it’s an amazing feeling playing at Scotstoun.
"Our fans get so behind us, it definitely does give you that extra edge. I think the home advantage at Scotstoun has been massive this season, probably why we’ve stayed unbeaten in the league so far."