The Red Bulls recorded their first victory in six outings against SKC when they scored twice in quick succession in the second half to force a 3-2 result at Sporting Park.
The win allowed the Red Bulls to replace Kansas City on top of the Eastern Conference table but Henry knows there will be more battles between the two sides this season.
"It was great. We haven't beaten them in a very long time and they are a very good team. But it's only three points," he said.
"We're still fighting to try to win the conference. It's a great win because we usually don't beat them, so that was special.
"I don't think this will be the end of the battle. Every time we play them it's tough. If we go to the playoffs, we will probably play them. It's going to be difficult but today is good for us."
Midfielder Jonny Steele opened up the scoring with a fiercely struck effort past Jimmy Nielsen in the 27th minute before Kei Kamara levelled the score for Sporting on the stroke of half-time with a reaction finish from the six-yard box of a Luis Robles save.
Just after the hour-mark, however, Red Bulls sub Lloyd Sam created a goal for Fabian Espindola to give the visitors the lead before the winger netted one of his own in the 69th minute prior to Dom Dwyer grabbing one late for SKC.