Henry entered the war in the Balkans on the 18th October 1915. He was awarded the Distinguished Conduct Medal "For conspicuous gallantry and devotion to duty. The enemy opened a very heavy barrage, causing many casualties among the troops forming up for an attack. Without regard to his personal safety he passed through the enemy barrage at least eight times, bringing in and attending to wounded men. His courage and resource undoubtedly saved many lives."