He also made special mention of the Lions fans who have travelled the length and breadth of New Zealand only to see their team outplayed by the All Blacks in the three-Test series.
In total the All Blacks scored 12 tries - five in Saturday's 38-19 victory - and conceded just three to amass a record 107 points from the three games to send the Lions home with their worst result since 1983.
"I think the tour has been superb for New Zealand rugby and for New Zealand as a country and the Lions supporters have been superb for what they've done for this tour. They have been quite outstanding," he said.
"I think they have enjoyed themselves but will be a bit disappointed with the rugby contest.
"It bodes well for the future and this country has proved it can hold the 2011 World Cup."
As for the rugby itself, Henry was equally as enthusiastic.
"It's very pleasing to win the series 3-0. I think we've played some very good rugby, particularly in the first two Test matches.
"To score five-tries-to-one was pleasing, though it wasn't as good a game of rugby as the other two."
Henry, who coached the Lions in 2001, refused to criticise the Lions players, despite the emphatic nature of their three defeats.
In Christchurch they lost 21-3, then shipped 30 points in last weekend's 48-18 defeat before going down 38-19 in Auckland.
"I think they did their best. The All Blacks played some quality rugby and played a different style which the Lions found difficult to handle.
"International rugby players and international sportsmen always give it their best shot and I'm sure the Lions players did that."
All Blacks captain Tana Umaga believed it had been a case of out-thinking their opponents as well as outplaying them.
"I think through all the studying we did we knew the kind of style they were going to play so we created a game plan that would combat that.
"We are very happy with how it's ended. It's been a combination of a lot of work from the three coaches [Henry and assistant coaches Steve Hansen and Wayne Smith] and Sir Brian Lochore and also our players.
"There was a lot of pressure on us coming into this Lions series and we've worked through it and we've stuck together.
"That was the most pleasing thing for me was that we just got tighter as a unit. We're a happy bunch and we look forward to the next challenge."
Veteran scrum-half Justin Marshall, in his last game for the All Blacks before heading for a two-year stint with Leeds, paid tribute to the efforts of the forwards, where prop Tony Woodcock, locks Chris Jack and Ali Williams, and loose forwards Rodney So'oialo and Richie McCaw, who missed the third Test through injury, had had the upper hand over their opposite numbers for most of the series.
"As a team we really targeted where we thought the Lions were going to target us, which is set-piece.
"I think we've dominated them at set-piece throughout this series and because of that it took away a major attacking weapon for them.
"I didn't think they had a plan B, as much as they would have liked to think they did.
"We dominated at set-piece and it really seemed to take away their physicality and they just couldn't cope or have a game-plan to fall back on."
The All Blacks also unearthed another potential star of the future in fly-half Luke McAlister.
The 21-year-old had the most difficult job on the pitch - filling the void created by the absence of last week's man of the match Daniel Carter.
But after a slightly shaky start the North Harbour back settled to his task to slot all five conversions and a penalty and marshal the potent All Blacks back line.
"For a young bloke who's played the majority of his rugby at 12 to come in and do what he did was pretty special, especially after the way Daniel played last week," said Henry.
"He kicked the goals as well. It's great for the future and great for his confidence. I thought he was very special for a bloke playing in his first Test match."