Fiirst mentioned in the Belfast News Letter in 1803. The name is not mentioned by Marshall and is outside Patton's area for Central Belfast.
This was once a street dominated by industry and commerce. Gallaher's Tobacco Factory occupied much of Henry Street, Earl Street and York Street from 1881 to 1988.
There was an earlier Henry Street in the town centre. It was the north end of what is now called Hill Street (Patton 1993, p. 192).