"There is no privacy when you are stuck together in a room for 24 hours a day, seven days a week," he said.
"We were having meals together, sleeping next to each other. We were having discussions about everything: life, hopes, expectations."
Henin said that the prisoners he became closest to over the nine months were murdered British aid workers David Haines and Alan Henning.
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"Alan Henning was someone who was a total innocent," he said. "He didn't go to make any money. Alan was a kind of teddy bear. Always willing to help the others. Giving his life.
"'He decided one day to just give it, to dedicate to the others and these others were a bunch of Muslim friends who wanted, who started this action in Syria and he told us, 'I was the only non-Muslim among these people but they were all my friends.'"
Murdered aid worker Alan Henning: "Alan was a kind of teddy bear"
Mr Haines, he said, had left the RAF "because he was fed up... and he dedicated himself to humanitarian action. These people... I find it really immoral to have killed them."
Henin said the cell he shared with fellow prisoners was so small that the hostages were forced to keep fit by running on the spot.
He also said described how a number of hostages converted to Islam as they felt religion would help them cope with the horrors of captivity at the hands of the so-called Islamic State.
Among these converts was Peter Kassig - the American citizen threatened by the militant known as "Jihadi John" at the end of the sickening footage Alan Henning's murder.
Mr Henin said the 26-year-old's conversion to Islam was utterly sincere - not an effort to secure release or special treatment - and he reported seeing him practising the religion "as much as he could" by praying and fasting for Ramadan.
"When we are first put in the same cell, he told me that he converted at a very early stage in captivity because religion and faith has always been very important to him," Mr Henin said, calling Kassig by his adopted Islamic name Abdul-Rahman.
He thought Islam would give him the strength to deal with the difficulties of this captivity.
Another fellow-prisoner Mr Henin came across was British journalist John Cantlie, who has since appeared in a number of staged propaganda videos on behalf of Isis.
Cantlie's so-called "lectures" involve him being forced to read anti-Western statements from a script while being filmed by his captors.
Mr Henin said: "I am optimistic that the lectures the captors asked [Cantlie] to deliver will be a way for him to pay for his life. I hope his captors understand what a good guy he is."
The memories of his time as a prisoner of ISIS have proven incredibly difficult for the journalist to shake, not least because he still has many friends whose lives remain in the terrorists' hands.
"Normally when you are held hostage, the moment of your release you are free. I am not," he said.
"My mind is still somewhere in a cell in Syria and I can very much wake up to the news that one of my former cellmates having been killed and this brings me back months before. It is very brutal."
However, Mr Henin understands he is one of the lucky few to been freed, saying he cannot begin to comprehend the turmoil experienced by other hostages' families.
"To see people taken off the cell to be killed must be extremely hard to them," he said.
"Families always suffer even more than the hostages themselves. The worst thing is not to know anything, and not to be able to do anything. Families deserve a lot of respect and compassion."