Henry's history is unusual. He was built from rejected plans for Sir Nigel Gresley's A1. The plans were stolen from Gresley by a rival. The resulting engine was a mix of a GNR A1 Pacific and a GNR C1 Atlantic, with a 4-6-0 wheel arrangement. Henry in this shape developed performance issues from flaws in the design, compounded by his stay in the tunnel. Henry was a "bad steamer": with good-quality coal he could get enough heat to make plenty of steam, but when there was a poor lot delivered, his undersized firebox could not hold enough coal to make a proper fire. On advice from Henry's fireman, the Fat Controller ordered high-grade Welsh Coal, which made an appreciable difference in Henry's performance. When Henry suffered an accident and severe damage that winter, the opportunity was taken to to send him to Crewe, where he was rebuilt an LMS Stanier 5MT "Black 5" 4-6-0.
In the television series, Henry has always had a one-window cab and an LNER-style tender. The main difference between his shapes was removed splashers and the Belpaire firebox replacing the tapered.
Henry is currently painted NWR green with NWR red-and-yellow lining and the number "3" painted on his tender sides in yellow. He was originally painted LNER green, but he was repainted NWR blue with NWR red and yellow lining at the end of "The Three Railway Engines" and remained so until the beginning of "Troublesome Engines". In "Henry and the Express" he was briefly painted orange-red as an undercoat before his standard green coat was applied.