“It was pretty daunting being in our first final and the nerves won’t be as bad this time,” Henry stated.
“We’re more experienced and have strong competition for places but it will take our best game of the year to win.”
Henry is nearing the end of his fifth full season as a professional at Ravenhill.
“As players we don’t want to finish our careers without winning something.
“We have made progress over many seasons, it hasn’t happened overnight, and we feel this is our time.
“We don’t want to leave anything behind.
“If Leinster are the better team on the day, so be it, but we will give it everything and we badly want to win this one.”
Ulster narrowly defeated Leinster by 22-18 in the RDS in a league fixture in March.
“Ask any player and they will honestly tell you we are very disappointed with that, because we earned it,” stated Henry.
“We know Leinster will be much improved from when we beat them there a few weeks ago. We’re not naive enough to think any differently.
“They were missing a few players that day.
“We feel we’re a better side than when we lost the Heineken Cup final to them last year – our set piece is better, we have stronger competition for places and we’re more experienced.
“Hopefully that means we’re in a better position to go on and collect silverware.”
Rugby Weekend Sch.
Fri 24 Super Rugby Melbourne Rebels v Waratahs, Melbourne
19:40 local, 09:40 GMT, 05:40 EDT, 04:40 CDT, 02:40 PDT
Fri 24 Top 14 Orange Semi final: Toulon v Toulouse, Nantes
21:00 local, 19:00 GMT, 15:00 EDT, 14:00 CDT, 12:00 PDT
Sat 25 IRB Pacific Nations Cup Japan v Tonga, Kanagawa
Sat 25 Super Rugby Blues v Brumbies, Auckland
19:35 local, 07:35 GMT, 03:35 EDT, 02:35 CDT, 00:35 PDT
Sat 25 Super Rugby Force v Highlanders, Perth
17:40 local, 09:40 GMT, 05:40 EDT, 04:40 CDT, 02:40 PDT
Sat 25 Super Rugby Southern Kings v Cheetahs, Port Elizabeth
15:00 local, 13:00 GMT, 09:00 EDT, 08:00 CDT, 06:00 PDT
Sat 25 National Competition of Excellence Final: Cavalieri Prato v Mogliano
16:00 local, 14:00 GMT, 10:00 EDT, 09:00 CDT, 07:00 PDT
Sat 25 Aviva Premiership Final: Leicester Tigers v Northampton Saints, Twickenham
15:00 local, 14:00 GMT, 10:00 EDT, 09:00 CDT, 07:00 PDT
Sat 25 Top 14 Orange Semi final: Clermont Auvergne v Castres, Nantes
16:30 local, 14:30 GMT, 10:30 EDT, 09:30 CDT, 07:30 PDT
Sat 25 Super Rugby Stormers v Reds, Cape Town
17:05 local, 15:05 GMT, 11:05 EDT, 10:05 CDT, 08:05 PDT
Sat 25 RaboDirect PRO12 Final: Ulster v Leinster, Dublin
16:45 local, 15:45 GMT, 11:45 EDT, 10:45 CDT, 08:45 PDT
Sat 25 Super Rugby Sharks v Bulls, Durban
19:10 local, 17:10 GMT, 13:10 EDT, 12:10 CDT, 10:10 PDT
Sat 25 NACRA Rugby Barbados v Trinidad and Tobago, Bridgetown
Sat 25 IRB Pacific Nations Cup Canada v United States of America, Edmonton
Sun 26 England v Barbarians, Twickenham
13:00 local, 12:00 GMT, 08:00 EDT, 07:00 CDT, 05:00 PDT