They picked up a vital three points at home to Tottenham last week, however, and Henry believes their fighting spirit will keep them up.
"The team spirit is A1 here - it has to be - because from the first day we came back in the summer we knew we were in for a battle and a relegation fight," he told his club's official website.
"Not many of us have been in one of those before, I know I haven't and I don't want to be relegated as no one else does.
"We're all going to fight tooth and nail to maintain that Premier League status and team spirit will certainly be a big part of that."
Source: Team_Talk