Mark Jennings, director of news and current affairs at TV3, was happy with the show's first week, but was cautious about drawing too many conclusions just yet.
"One week is too early to draw many conclusions, but we're very pleased with the way the show is going and it's great to see it has hit a chord with 25- to 54-year-olds."
Mr Jennings said viewers were enjoying watching something different with Henry's latest tilt at broadcasting.
"The stories in the first week have been informative, entertaining and shaken up the status quo."
Overall, The Paul Henry Show attracted 115,000 viewers a night - just below Nightline last year, which pulled in just over 126,000 viewers a night.
Media commentator Brian Edwards said the first week of The Paul Henry Show, which he described as "very entertaining and very provocative", had been promising.
"They would probably like to build it [the audience] more. But I mean that's only week one and I think he's made quite an impact."
Dr Edwards said the "almost universally positive" reviews had been a surprise.
"I think he's got a lot of knockers out there who would just absolutely love to say that it's a load of crap but that really hasn't happened."
However he said the late time slot, 10.35pm, could hurt the show in the long run.
"That is very, very late. I mean I'm a television addict and I'm starting to droop by that time of night," Dr Edwards said. "I think he'd have a better chance at 9 o'clock or 10 o'clock."
The Nielsen data also showed that TVNZ's Seven Sharp, which came back to air last week with a rejuvenated line-up, including Mike Hosking and Toni Street, beat TV3's Campbell Live, which was also in its first week back, by a comfortable margin.
Seven Sharp attracted a nightly average of 355,000 viewers in its first week back, while Campbell Live drew 217,000 a night.
During last week Seven Sharp captured an average of 84,700 viewers a night in the 25-to-54age bracket, slightly above Campbell Live, which pulled in an average of 74,600 viewers in the same age bracket.