Liverpool legend Dalglish was axed from his second spell in charge three days after the end of last season after the club finished eighth in the Barclays Premier League.
"We had a very poor second half to the season last year. But we did not attribute that to Kenny as such, the things he and Steve (Clarke) were doing," Henry told the Daily Mail before Liverpool's pre-season friendly against Roma in Boston last night.
"The FA Cup would not have made any difference had he won it, no, no. We were 17th (in the form table) over the second half of the season and Liverpool should not be in that position.
"I don't place the blame on Kenny and Steve - but I think it was obvious to every Liverpool fan that something was wrong and something needed to be done in the current circumstances."