Henry started his career by directing, for his graduate school production, Terrence McNally's Love! Valour! Compassion! which won both The Best Ensemble Award and The Best Actor Award  at the 1998 Edinburgh Festival. The acclaimed production transferred to the Tristan Bates Theatre, London and sold out its limited run. He followed this inaugural production with Frank Wedekind's Spring Awakening at the Jermyn Street Theatre, London receiving The Bulldog Prinsep Theatrical Fund Award for New Directors. Henry's interpretation of Spring Awakening later moved to the Tristan Bates Theatre, London. He also directed the UK premiere production of To Have and To Hold by Paul Harris, with Cory English, and the European premiere of Terrence McNally's passion play Corpus Christi, at the Edinburgh Festival Fringe in 1999, with Stephen Billington and Mel Raido. The production transferred to the Pleasance Theatre, London, produced by Guy Chapman Associates and Sarah Earl Productions, breaking box-office records for the theatre and attracting political demonstrations and a fatwa for its author.
Henry’s Oxford Playhouse revival of Another Country, by Julian Mitchell, reopened the Arts Theatre in the West End where he also developed a new play by Sam McCartney, Body Language (Being Olivia). Other projects include ecstasy + GRACE, by James Martin Charlton, at the Finborough Theatre, London where he produced Pains of Youth by Bruckner starring Stephen Billington, Stevie Jay in Life, Love and other works in progress and The Silent Treatment by Chris Pickles. He directed rehearsed workshops of Fuddy Meers by David Lindsay-Abaire for the National Theatre Studio/Southwark Playhouse and The Lightning Child by Elizabeth Hopley at The Old Vic.
Henry directed a workshop of Five Flights by Canadian author Adam Bock at the Pleasance Theatre, with comic Scott Capurro, and developed Matthew Todd’s new play Blowing Whistles, at the Jermyn Street Theatre for Trilby Productions. His King's Head Theatre production of The Lisbon Traviata, starring David Bamber and Marcus D'Amico, was voted The Best Off-West End Production 2004 Whatsonstage Awards. He was also the original director of the London production of Visiting Mr. Green, by Jeff Baron, at the New End Theatre and has directed numerous productions and scene studies including Uncle Vanya, Kiss of the Spider Woman, and My Heart is a Suitcase for Drama Studio London where he works regularly directing and teaching acting and theatre directing.
Henry worked as a volunteer for the London Pride Festival (Theatre) 2004/2005 and host/produced The Pride Season of Theatre with main productions including the page-to-stage adaptations of Go Fish! (Zip Antics Theatre Company) and New Boy (Questors Theatre), a new play, Citizenship, by Mark Ravenhill as part of the National Theatre Connections Programme, and L’homosexual by Copi directed by Carole Menduni. The season also included Fiona Staniland as Darlene Meatrick, and Nathan Martin in I wish it so! and The International Play Competition presenting rehearsed readings of 12 new plays. The first Pride Theatre Season also included Justin Bond in concert at Soho Theatre and Hedwig and the Angry Inch at Heaven Nightclub, with David Bedella.
White's third ranking win – the 1987 British Open – helped him to end the 1986/1987 season as World number 2, behind Steve Davis who defeated him 16–11 in the semi-finals of the 1987 World Championship. Later that year White and Davis contested a memorable UK Championship final which Davis won 16–14.
In 1988 he defeated John Campbell, Stephen Hendry and Tony Knowles to reach his fourth World Championship semi-final. He played Terry Griffiths and, trailing 11–13, lost a tied frame on a respotted black. Griffiths went on to reach the final courtesy of a 16–11 win. White did at least manage to consolidate his number-2 world ranking. However the 1988/1989 season was less successful, and White's ranking slipped. He trailed John Virgo 11–12 in the second-round of the 1989 World Championship and looked beaten when his opponent was on a break of 26 in the following frame. Virgo, however, called a foul on himself and White was able to win 13–12. The reprieve was short-lived as White was soundly beaten 7–13 by eventual finalist John Parrott in the quarter-finals. White avenged this defeat later in the year by beating Parrott 18–9 in the final of the invitational World Matchplay.
In 1990 White recorded an 16–14 victory over Steve Davis in the semi-finals of the World Championship. It was Davis's first defeat in the event in 4 years. White subsequently lost his second World Championship final 12–18 to Stephen Hendry. However White beat Hendry 18–9 to retain his World Matchplay title later in the year and this win was followed by a 10–4 victory over Hendry (after leading 9–0) in the final of the 1991 Mercantile Classic. White continued his run of success with victory in the short-lived World Masters, beating Tony Drago 10–6 in the final.
Steve James ended Hendry's reign as World Champion in the 1991 World Championship and White in turn defeated James to reach the final. He played John Parrott and was whitewashed in the first session 0–7. Although White managed to close the gap to 7–11, Parrott was able to seal a convincing 18–11 victory. Parrott then overcame White 16–13 to win the UK Championship later in 1991.