Henry, who spent last season with Bolton, has put pen to paper on a initial two-month deal with the club.
The agreement will keep the former Wolves, Stoke and QPR player at the Northern Commercials Stadium until at least the end of January.
Henry, who has made more than 550 career appearances, said: “I am delighted to have signed for Bradford and am relishing the challenge.
“I went to Bolton last year in a similar situation and certainly helped them stay up, so, hopefully, I can come and help the boys with what already seems to be the start of a turnaround.
“It is obviously a huge club and one of the things the gaffer said to me was 'come and play in front of 15,000'. They are expecting around 20,000 this weekend – and for League One that is huge support.
“I have heard a lot of good things about the away fans as well. It is important the supporters are behind us and we have got to do everything on the pitch to make sure they are."
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