Henry is a Roman Catholic, a lesbian, and co-founder of SEIU's Lavender Caucus, a gay and lesbian group within the international union dedicated to improving rights for LGBTQ people within unions and at the workplace.[1][13][6][28][4] She and her partner, Paula Macchello (a senior strategic organizer with the International Brotherhood of Teamsters), are both advocates for same-sex marriage.[3][35] She has discussed using her leadership position to advocate for LGBTQ rights.[4]