"The boys are aware of what is at stake," said Henry. "We talked about the grand slam before the Irish game and about how we wouldn't have a chance of achieving that unless we did the business.
"So it has been discussed. The 2005 and 2008 sides achieved the grand slam and a number of the players were in those sides. But there are also a number who have never achieved it and so for them it is an incentive.
"There have only been eight successful grand slam sides from New Zealand, Australia and South Africa, so it's not something that happens every time. South Africa haven't done it since 1961 and Australia got their one in 1984.
"We've done it three times and we want to add to that legacy."
New Zealand will enter the contest as firm favourites, particularly after Wales's below par 16-16 draw with Fiji last Friday, but Henry is playing down his side's favouritism.
"I wouldn't read anything into how Wales played at the weekend. That will not be any indication of how they will play this Saturday. They will come out with all guns blazing and make it a difficult Test match."
"You can't take any notice of Friday. I have experience of Welsh rugby and they will be right up there come Saturday."
"Look at the Irish. If you had watched them play against Samoa the week before they played us you wouldn't have thought they were up to much."