The 29-year-old has been hit with an additional charge of improper conduct by the FA and could be imposed with an extra match ban but the Foxes covered his absence through Leonardo Ulloa who scored a double in the victory.
"It's a different game when you play at home," Henry said on Sky Sports.
"You want Vardy when you go away from home. You want that pressure that he has, he's always in your face, he always runs in behind.
"But they showed us today that they can cope without him. I know it's at home and 'easier', especially with the way the game started, but they answered all the questions every time.
"There's going to be another one - a massive one - but I think that team is showing us they can perform without him."