The Italian manager made a triple substitution in the 84th minute, bringing Victor Moses, Pedro and Cesc Fabregas on for Nemanja Matic, Willian and Oscar.
However, it failed to have the intended impact as Chelsea were unable to score a second goal and secure a draw against the Reds.
Henry told Sky Sports: "I was in all fairness. With seven minutes to go, three guys come in. What can they do?
"We have seen it in the past that sometimes you can score a dramatic goal just coming on, but what surprised me the most was, we talked about it before, he put Oscar as a second striker and it worked at times.
"But I don't understand why maybe after an hour or 65 minutes he didn't bring Batshuayi into the game and play with two real strikers.
"I think it was a bit too late, the way he left it with the substitutions in the end."