Centre Aaron Mauger revealed earlier this week that the Kiwis felt McCaw had been targeted by the Springboks during the All Blacks' 26-21 triumph.
There are fears similar tactics could be employed by Australia when they face the Kiwis this weekend, but Henry believes Saturday's encounter in Melbourne will not see McCaw heavily marked.
Henry said: "You have to play on the edge in every area.
"I don't think he was targeted by the Springboks individually but we'll definitely try to nullify his involvement in the game.
"The Wallabies-All Blacks games have got a history of being superb fixtures.
"If you ask the referees which game they would like to referee at the highest level, they'd say Australia versus New Zealand because they know both sides want to go out and play rugby.
"I can see no different on Saturday."