Henry returns to a venue where he enjoyed some memorable occasions during his four-year reign as Wales supremo.
This time, as was the case a year ago when New Zealand won an absorbing tussle in Cardiff, he is looking to plot Wales' downfall.
But Henry admits his memories of living and working in Wales will never fade.
"I've got some remarkable memories of being here in Wales, and the people you meet," he said. "I've got an emotional attachment to the place, which is understandable.
"When you play Wales at the Millennium Stadium it is a special feeling, an unusual feeling you don't experience when you are playing South Africa in Johannesburg, Australia in Sydney or England at Twickenham, because you've been here and been involved.
"It is special, and that will never change."
It is 100 years since the so-called Original All Blacks arrived on Welsh soil, and Saturday's encounter celebrates the centenary of that game, which Wales won, albeit controversially, 3-0.
"It's significant because it is 100 years of Wales playing the All Blacks," Henry added.
"We had a special meeting about it on Thursday night, when Anton Oliver (New Zealand hooker) prepared a presentation about the 1905 All Blacks and what they achieved, which was quite remarkable.
"They spent six weeks on the boat getting here, for a start. They were away for nine months, played 35 games on the road and lost once, to Wales, and they were robbed! So it is very significant, this game and the centenary."
Bob Deans' disallowed try meant New Zealand were denied at least a share of the spoils that December afternoon, but they have only lost twice in 20 subsequent meetings with Wales, the last occasion being 52 years ago.
And while the historical element of the game has not been ignored, Henry insists that planning for World Cup 2007 assumes huge importance.
"Part of our thought process is looking to the future, and we want to do everything possible to make sure we are totally prepared for 2007," he said.
"This is the last time before 2007 that we go through this process of taking a large group of players away.
"We have a European tour next year and, without putting a final statement on it, we will probably bring about 30 players, the same number as the World Cup.
"We are thinking ahead, but also trying to stay in the 'now', prepare properly and play some decent rugby in these Test matches.
"It's going to be a great game. Wales have won their last eight internationals and that's a pretty good record."
Henry also paid tribute to his Wales counterpart Mike Ruddock, who has inspired a Six Nations Grand Slam triumph and an eight-Test unbeaten run during his 18 months in charge.
"He's a good man, Mike. He has gone through the development of being a top coach and done some hard yards, and he deserves to have this opportunity now," Henry added.
"To win the Grand Slam in his first year as a coach is huge, something many other coaches have failed to achieve, that's for sure.
"I don't know him as a coach. I know him as a person, and we've spent some social hours together. I expect he relates very well to his players, he has got a good foundation and can see the big picture of the game."