Henriquez, who has failed to make a single appearance for the Red Devils, has been in stunning form Zdravko Mamic's side this season, scoring 11 goals in 20 league appearances.
"Dinamo is making an effort to buy my contract from Manchester United, which means they are satisfied with me," he told Dinamo's official website.
"I feel great at Dinamo and in Zagreb, I feel great on and off the pitch and that is why I want to stay here. People here accepted me, I've gained many friends, Zagreb is beautiful city and the fans love me too.
"We are on the way to win the double and to compete in Champions League qualification and I am looking forward to being a part of that."