Wellington prop Neemia Tialata and Taranaki flanker Chris Masoe are both handed their first starts at international level, while Angus Macdonald will make his debut if he comes off the bench.
Henry also includes one of the British & Irish Lions' chief destroyers, flanker Richie McCaw, among the substitutes, while hooker Anton Oliver makes his first Test match start of the year.
Wales though, will encounter many of the players who were so prominent during the Lions tour, including skipper Tana Umaga, fly-half Dan Carter, lock Chris Jack and flanker Jerry Collins.
"To develop depth, you have to put new players in the arena," said Henry.
"They will be stronger for the experience, and so will the team. We will take another big step in our development on Saturday."
Both Carter and his half-back partner Byron Kelleher have regained full fitness after being injured during the Tri-Nations tournament during the summer.
Of the 35-man All Blacks squad on tour to Great Britain and Ireland, only lock Ali Williams was unavailable for selection due to injury.
New Zealand team to play Wales at the Millennium Stadium on Saturday November 5: M Muliaina; R Gear, C Smith, T Umaga (capt), J Rokocoko; D Carter, B Kelleher; N Tialata, A Oliver, C Hayman, C Jack, J Ryan, J Collins, C Masoe, R So'oialo.
Replacements: A Hore, T Woodcock, A Macdonald, R McCaw, J Cowan, M Nonu, L MacDonald.