The All Blacks have lost just once since Steve Hansen succeeded Henry after the successful World Cup campaign in 2011, winning 32 of their 35 Tests.
They have also drawn twice with Australia.
Including their World Cup run, the All Blacks have won 39 of their last 42 Tests and with one year - to the day - until the 2015 tournament begins, Henry was sounding more of a warning for the side and public not to get complacent with their success.
Henry told Television New Zealand that perhaps they need to lose a game at some stage.
He says he knows he shouldn't be saying that but he thinks that galvanises the team and makes them re-analyse their position.
Henry pointed to the All Blacks' 12-12 draw with Australia last month in their Rugby Championship opener and then 51-20 annihilation of the same opposition a week later as indicative of the team's ability to do just that.
Those two games were not the only time under Hansen that the All Blacks have demonstrated the ability to scratch the itch of a loss the next time they played.
The All Blacks' only loss in Hansen's reign was against England at Twickenham in their final match of 2012 with the coach stating afterwards it would be a less than enjoyable summer in New Zealand as they contemplated the defeat.
The side responded in 2013, becoming the first team in the professional era to compile a perfect record of 14 wins, with the final victory against Ireland achieved after they had fought back from a 17-0 deficit and scored after the final hooter.
While Henry accepted the All Blacks were expected to win every game they played he was aware they would need to be mentally prepared from their first clash at next year's World Cup as he saw parallels with the 2007 campaign.
Henry's side entered the 2007 tournament raging hot favourites having won 39 of their 44 tests, which included a 3-0 series victory over the British and Irish Lions, between the 2003 and 2007 World Cups.
They were drawn in a relatively weak pool, however, against Italy, Portugal, Scotland and Romania and accumulated 309 points, while conceding just 35, before they were knocked out by a fired-up France side 20-18 in the quarter-finals.
France had been drawn with Ireland and Argentina in their pool in 2007, losing to the Pumas in the tournament's opening game to set up their quarter-final with the All Blacks and Henry said that a tough pool would play into the hands of 2015 Group A teams like Australia and England next year.