The defeat saw the Monegasque side eliminated from the competition as their dismal start to the season continues, whilst Henry's search for his first victory since taking charge at the principality club goes on.
Hans Vanaken's brace got the visitors off to a dream start, before Wesley Moraes made it 3-0 before the break. A Ruud Vormer effort in the second half put the game beyond all doubt, with Monaco's winless run now stretching to some 15 games.
However, speakign to the club's official website following the game, Henry insisted that the performance was not as bad as the scoreline suggested, though he did criticise his side's profligacy in front of goal.
"The score does not really reflect the match, but in the Champions League if you do not score, you find yourself in this situation," he admitted.
"In spite of our good start to the match, we fail to score. After we take concede three goals in twelve minutes I noticed that as soon as we missed something we stopped playing.
"When we look at the tactics, we had problems at the beginning of the game.
"We had opportunities despite their defense, but if you do not put the ball away, it becomes difficult.
"What I remember tonight is that we lost a new player, Kamil Glik, I also remember the good entries of Massengo and Gouano who tried to boost Sofiane Diop, who was still good tonight, and Moussa Sylla improved.. Young people are pulling us up.
"We have to try to find the right path, now we know what to focus on and we must try to be positive, we have to try to do everything to find calmness, but as long as you don't win, we miss it, it's difficult."