"For me, that was one of the toughest games I've played in an Ulster shirt and we had to do a lot of soul-searching after that.
"But things have picked up for us since then. The Edinburgh game was edgy as there was so much pressure on us, but once we got the win we've pushed on week after week."
A fifth straight win on Saturday night, when Zebre visit Kingspan Stadium, would propel Ulster into fourth place in the PRO12 table, meaning that play-off qualification is back in their own hands.
"Five or six weeks ago a lot of people had written us off so for us to potentially get back into the top four is fantastic," said Henry.
"I've seen other teams in past seasons who maybe haven't been performing and then they end up winning it. That would be beautiful if we could just get the job done."
"There's no reason why we can't, especially with the Irish boys coming back (after the Six Nations) as then we're going to be full house for the rest of the games.
"The other top four teams will be fighting on two fronts (Leinster and Munster are in the last eight of the Champions Cup, while the Ospreys have a Challenge Cup quarter-final to play).
"We have the one front and that could make a difference as well."
Over 16,000 tickets have been sold for Saturday's game v Zebre, but there is still availability in some areas - please visit ulsterrugby.com/buytickets for details.