Following the award Henry said the pain of defeat in the 2007 World Cup got worse as the weeks went on.
"It's going to get better this time."
Former NZRU chairman Jock Hobbs, who is battling leukemia, was presented the Vernon Pugh Award for Distinguished Service.
Hobbs, who arrived flanked by family, was instrumental in securing the hosting rights for this year's tournament and was given a standing ovation.
He told the ceremony the All Blacks' victory meant a great deal to New Zealand rugby, but the tournament had gone beyond that.
"The Rugby World Cup has engaged, galvinised, brought together the country is what has been a pretty tough 12 months."
Jonah Lomu also made a surprise appearance, one of several inductees into the IRB's Hall of Fame.
Last month, Lomu was admitted to Auckland City Hospital and is undergoing tests to see if his failing kidney can be revived.
Lomu said he wasn't able to wear a tie to the event because he has two holes in his neck for daily dialysis.
He couldn't tell people how his health was because the doctors couldn't give him an answer.
"I did the opening and I felt really, really good. And then everything turned to custard the following life.
"And when the doctors tell you you're knocking on the door of not being here, and then seeing my two boys, life was certainly put into perspective there.
But Lomu said his greatest memory of the tournament would be being with his family to see the All Blacks win the final.
The All Blacks - many of whom wore sunglasses to mask tired eyes during a parade earlier in the day - were last to arrive in their team suits at 7pm.
Led my captain Richie McCaw clutching the now familiar Webb Ellis Cup, many still bore the marks and scratches of the final on their faces.
The French team had earlier emerged in high spirits, with the team forming a guantlet to clap their captain Dusautoir on his way up the red carpet.
Both teams gave off a whiff of alcohol as they passed by.
Network anchors pulled well-known faces such as David Kirk, Barbara Kendall and Colin Meads to the side for interviews.
Prime Minister John Key, wearing a black tux with a Webb Ellis Cup brooch, talked of knighthoods as the team arrived behind him.
Songstress Hayley Westenra stilled the carpet as she made her way up dressed in a sparkling black Karen Millen dress.
Westenra, who sang at last night's awards as well as Sunday's final, said she was worn-out but thrilled for the All Blacks.
"[The final] had me on the edge of my seat. They dragged me down 20 minutes before the end because I had to sing.
"So I was in my dressing room not knowing what was going on. But I'm just so happy for the players. It's been 24 years coming."
The award nominees were selected by the IRB Awards independent panel of judges, which is chaired by Australia's Rugby World Cup 1999 winning captain John Eales.
New Zealander Keith Lawrence, father of current World Cup referee Bryce Lawrence, was awarded the IRB Referee Award for Distinguished Service.
