The Warriors were on the wrong end of a 37-8 thumping at the Galway Sports Ground last season.
The Glasgow scrum-half told the Evening Times: “We are under no illusions as to how tough the trip to Connacht will be.
“Last season they ran roughshod over us in a game that is not one of my fondest memories in a Glasgow shirt.
“This season they have already beaten Harlequins at home and almost beaten Toulouse there in the Heineken Cup, so we must be at our best tomorrow night or expect another torrid time.
“There is a big difference to where we are now and where we were at this stage last season.
“Back then, we were only playing for pride with Europe over and no hope of a play-off slot. This time we are sitting third going to Connacht and coming off a great win against the Scarlets.
“We have to focus on doing what we do to the best of our ability and if we do Connacht will be in a for a game of it.”
Henry has just signed a new contract extending his stay at Warriors until at least summer 2014 and wants to continue his run of good form, starting with the trip to Galway.
He said: “The big plus for me is that Sean Lineen reckoned I was good enough to merit staying in the starting line-up. So for me it is about taking it one game at a time and making sure I deliver my best.”