Henry and guide Nicole Walters took gold in the PT5 category at the International Triathlon Union World Para-triathlon event in South Africa.
The pair beat World Championship silver medallist Melissa Reid and her new guide Grace France.
There was also gold for former PT4 world champion Clare Cunningham.
Henry, 27, who is visually impaired, represented Great Britain at three Paralympics, winning two bronzes, before switching to cycling and competing for Wales at last year’s Commonwealth Games.
There was also silver for Andy Lewis in the PT2 category, with Ryan Taylor winning bronze, and for George Peasgood (PT4).