The French striker opened the scoring on the stroke of half-time when he finished from close range on the turn after Fabian Espindola had kept the ball alive following Eric Alexander's fierce effort striking the underside of the crossbar.
In the 88th minute, the former Arsenal star produced a stunning bicycle kick from Juninho's corner which was flicked to the back post by Markus Holgersson before Marco Di Vaio grabbed a consolation goal in injury-time for the Impact.
The win was New York's fourth in a row and Henry said that was clearly more important than him scoring twice.
"I have to say it's not an easy team to play against when you play against Montreal. They pass the ball well. As you saw when (Marco) Di Vaio came on is very lively around the box," he said.
"So we battled, we battled in the second half. I thought in the first half we matched them up in terms of how we were passing the ball around and in the second half I guess, maybe because we were one up I don't know, we were a bit too low in terms of how the unit was on the field.
"But, you know, we managed to defend well together and win at the end. The most important thing is that we won. That's the most important thing."