of play in their opening three games of their New Zealand tour.
In three matches, the tourists have scored two tries and only scored a combined 41 points in the process, which has caused New Zealand fans to attack the Lions style of play.
But Henry - who coached the Lions in 2001 told RadioLIVE's Sunday sport that they must stick to what they know best if they are to compete with the All Blacks in the three-match Test series.
"The Europeans play a different game to us. They have to because they play in different conditions," Henry told Radio Live.
"Some New Zealanders think they need to play like the All Blacks, but what they need to do is play how they normally play and they can win playing their game.
"It might not be exciting to the public eye but it is a good way to play it if that is how you were brought up that way.
"They played poorly against the Barbarians who are young kids with lots of passion. They got better against the Blues but couldn't get the job done and they got better again on Saturday.
"They have only played three games and some guys have never played together before so it takes time to get to know each other and play with each other."
Henry also lauded the performance of halfback Conor Murray and Captain Alun Wyn Jones.
Murray - who played in his first game of the tour kept kicking the ball to the Crusaders at the breakdown which put the hosts on the back foot on a slippery field and the constant kicks troubled the hosts.
While Wyn Jones lead the side around the park well and made the correct calls when needed.
"Connor Murray was outstanding," said Henry.
"He is a very composed player, knows the game well and never gets rattled. He is probably the best nine in the world.
"Alan Wynn Jones had a big game. He led well and galvanised the group."
Despite picking up two wins in their opening three games, the Lions have been far from convincing but Henry believes it will take time for everybody to jell and that is the point of the warm up matches.
"They have only played three games and some guys have never played together before s it takes time to get to know each other and play with each other.
"The All Blacks start off shaky don't they? There Is always rust in their first couple of games - that is why they are playing Samoa on Friday.
"The Lions need to keep working on the attack and the scrum. The Crusaders gave them a touch up at scrum time so they will be concerned about that.
"The big thing is that they dominated territory and possession and their defence was outstanding.
"The Lions would have gone off the field thinking we have made a lot of progress and we will be competitive in the Test series."
The Lions next play the Highlanders at Forsyth Barr Stadium on Tuesday.