The win at Ashton Gate was Wolves' first in almost two months, a run of eight games without a victory, which saw Stale Solbakken's side slip down the npower Championship table.
The Molineux club host Birmingham on Saturday evening, with Henry eyeing back-to-back victories for the first time since September.
He told the club's official website: "We had a great performance on Saturday but need to carry that on now and get another four or five great performances.
"Let's face it, we should be able to play like that more often and win games in this division.
"We should be able to dominate games and especially at Molineux, but our home form hasn't been anywhere near good enough so far."
Henry continued: "We've had some great battles with Birmingham over the last few years and I am sure this will be another one.
"It is an opportunity for us because if we can go out and win a second successive game it will start to build some momentum."