Henry struck twice to follow up last week's goal.
"I told you guys at the beginning of the season, once we start to score, I think we're going to score a lot,'' said Henry.
"The most important thing is that we won. We scored three the other day and we scored four today. D.C. United played well I thought. I don't think they deserved to lose 4-0 today, but we put the ball in the back of the net."
Red Bull coach Hans Backe said of the Arsenal legend: "I think it's a lot with the health issue definitely [making him play better] because if you have some pain, you can't be as explosive as you want to and you can't run the way you want to."