Barca were leading 3-2 until two goals in the final 15 minutes earned Atletico the three points.
But Henry insisted: "I do not think the problem is that we are tired. This is not a physical problem. I, personally, I'm OK.
"We have to forget the match today and concentrate on the Copa and winning again in the league. Tomorrow is another day.
"Now we have to win at Mallorca and qualify for the finals of the Copa del Rey and then defeat Athletic Bilbao."