"It's like being wrapped in a carpet," he moaned to his newsreading sidekick Janika ter Ellen, a woman so good looking I can barely hear what she's saying, which is a drawback when you want the news.
The jacket might have been the Wednesday show's highpoint. Otherwise, there was an encounter with a Baptist pastor in Paihia running a "cleansing programme" to "cure" people of homosexuality.
Given that no one had signed up for the cure, the story seemed the sort of thing you might run on a quiet Wednesday - or, equally, not at all.
The rest of show was taken up with reporter Jesse Peach, looking over-dressed and nervous reporting from a rugged backwoods pub way down south in Luggate where a rabbit-skinning contest had been promised.
But it turned out that no one had managed to shoot any rabbits, though the so-called rabbit shooters seemed too drunk for much clarity when interviewed.
Elsewhere in that pub in Luggate there was even less clarity when a horse that just happened to be standing at the bar emptied its bowels with such force the woman who just happened to be sitting on its back fell right off and into the steamy landing pad.
This sent Paul Henry into such hysterics he nearly split his corduroy. "Janika," he gasped to his sidekick, "you'll realise after you've been in TV as long as me, there's nothing that draws people like a woman covered in horse shit."
On Thursday night, things were a degree more serious, though only a degree and only for a while.
After the news of the day, which was dominated by the demise of National minister outside Cabinet Maurice Williamson, Henry announced a game of "9 in 10", a regular feature on the show.
Participants are asked to come up with nine answers in 10 seconds - naming, say, flying insects. The prize is a car and that car is pretty safe.
In an unsettling move, Thursday night's Paul Henry Show dropped in random footage of Prime Minister John Key setting him up as an extra guest contestant, with Henry calling on him to name nine reasons why Maurice Williamson shouldn't resign.
Key stared blankly, unaware, seemingly, that he was on camera at all.
Peach, continuing his South Island road trip, was at a pub in Wyndham, trying to get some action out of a small crowd in polo fleece. On Friday, apart from the news - which I didn't hear properly, of course - there was even less going on. Peach was in Bluff eating mutton-bird and chatting with a fisherman called Dylan Mullet. Oddly, Henry didn't make any cracks about the fisherman's name.
The show ended with an operatic bloke singing The Impossible Dream and me wondering what I'd stayed up for.
