Wasting no time, Henry scored the games' first 10 points, including a pair of three-pointers, to stake the Cougars' to a double digit lead. SIUE led wire-to-wire en route to improving to 5-9 overall and 1-2 in the OVC.
"I give our guys a lot of credit," SIUE Head Coach Jon Harris said. "It's not easy to win on the road. (Eastern Kentucky) is a good, high-powered team. They press, they pressure you and they're good offensively."
Henry opened the game with back-to-back three pointers and finished with a career-best five triples. Overall he was 13-18 from the field and 5-6 from three-point range. Henry's 35 points were the most for an SIUE player since Burak Eslik scored 40 in a win over Morehead State in January of 2016.
"Man, he was really good tonight," Harris said of Henry. "I give him a lot of credit."
Henry scored 13 points in the first half despite being limited to just nine minutes because of foul trouble.
"An area where he has struggled is when he gets in foul trouble early," Harris added. "He hasn't typically responded in the second half. Tonight, he didn't play passive he stayed aggressive. He was a senior in a big way for us."
Henry was 8-10 from the field in the second half, including 2-2 from three-point range.
For the game, SIUE was 30-53 (56.6 percent) from the field and 9-17 (52.9 percent) from three-point range. The Cougars twice held lead of 12 points.
SIUE led 81-71 with 1:49 to play before EKU (6-10, 0-3) made a furious comeback attempt. The Colonels scored nine straight points over the next 1:02 on two three-pointers by Dillon Avare and another by Nick Mayo. SIUE made four free throws over the final 40 seconds to secure the win.
"We didn't play a flawless game but we found a way," Harris said. "We got a couple of big stops late and we made just enough free throws to tie them at the free throw line."
SIUE was 16-23 from the stripe, while EKU was 16-18. The Cougars outrebounded the Colonels 34-31.
"The things that we have talked about are winning the free throw war and the rebound battle," Harris added. "If they were to outscore us by five, six or seven free throws like has been happening then we have a different outcome tonight."
Christian Ellis and Daniel Kinchen each pitched in 12 points for SIUE. Justin Benton added seven points and dished out a team-high five assists. The Cougars finished with 17 assists, their second highest total of the season.
"We have guys who can make plays and make shots," Harris said. "We broke the press and we were aggressive enough."
Mayo paced EKU with 25 points. Avare followed with 11 points, including three three-pointers for EKU.
SIUE remains on the road for a Saturday afternoon game at Morehead State. Tipoff is set for 3:15 CT.
"We beat a good team in their gym and in this league that is tough," Harris said. "We had three really good practices in a row. When we practice well it carries over. We have a quick turnaround for a physical, good Morehead State team. We'll game plan and go out and try to get another win on Saturday."