The sides meet at Camp Nou in the first leg of their semi-final tie and Barca will be looking to build an advantage to take to Stamford Bridge.
Chelsea have been in fine form of late and Henry accepts they will be organised under manager Guus Hiddink and difficult to beat.
However, the French forward believes Barcelona are playing well enough to overcome anyone and is not worried about the pressure of being expected to win.
"For us it is not a problem that some people have made Barcelona favourites," he said in the Daily Star.
"We accept that we will have to fight hard to make sure we make it to the final in Rome.
"Chelsea boss Guus Hiddink is a great tactician so it will be hard. But if we have enough possession we are capable of destroying any rival we face."
Messi madnessArgentine forward Lionel Messi has been outstanding all season and Henry expects his team-mate to deliver another dazzling display.
But Henry insists there are other potential match-winners that can emerge if Messi is kept quiet.
He explained: "For me Lionel Messi is without doubt the No.1 player in the world.
"If Leo plays like he has been doing he is capable of sending the Chelsea defenders mad.
"But I have to say that Barcelona is not all about Messi. Players like Xavi and (Andres) Iniesta are both unique and brilliant players."