Henry said after the game the second-half performance from the All Blacks was their best half of the year.
"But our guys just did not quite clinch it.
"We would have liked to have won but that did not quite happen," he said.
"I thought it was a great game of football.
It was an enjoyable spectacle and a great showcase for the game."
The match-winning try from Ricky Januarie resulted from the All Blacks being caught out and not defending as well as they could have, he said.
The side had not been spurred on by a war of words before the test, as only one side had been doing the talking, and it was not the All Blacks, he said.
"They talked themselves up and played very well.
The All Black camp did not talk at all."
He said losing Ali Williams was a blow but had praise for his replacement, Kevin O'Neill, who formed a solid second row with second-test All Black Anthony Boric.
"I'm very proud of those young men . . .
It'll make them better players."
Henry said it was not a "good" defeat, as no side ever went out not to win.
It was a notable loss for the All Blacks - their first at home after a 30-match unbeaten run going back to 2003, their first loss in 10 years at home against the Springboks and their first loss at Carisbrook against the Springboks, a side they first played in the city in 1921.
Captain Rodney So'oialo said the Springboks were much more energetic this week, and played in the right part of the field, although Januarie got a lucky bounce to score the match-winning try.
Yesterday, All Black assistant coach Steve Hansen said the team had played reasonably well, and a game like Saturday night's was worth 1000 training runs to new test players.
He said any off-the-ball incidents had to be left up to the referee and his assistants, though it was a "big boys game".
Though the backs had yet to score a try in two games against the Springboks, Hansen said the try on Saturday night came from a back movement.
He said the Springboks had a good defence, and the Tri-Nations could be the closest ever.
"There's not much between us.
We are now going to have to at least win one match away from home.
If South Africa win in Perth next week [against Australia] then they are going to have a big advantage.
"From our perspective we would want Australia to win," Hansen said.
Ali Williams had pulled up well yesterday and would be subject to a test on his head, after a bruising collision in the first half with Schalk Burger, and there was no further damage to his ankle, he said.
Wing Sitiveni Sivivatu strained a buttock, and was replaced at half-time by Leon MacDonald.
The All Blacks would regather next Sunday in Wellington, to prepare for a match against the Wallabies in Sydney on July 26.
Auckland flanker Daniel Braid was playing two games this week and might be added to the squad.
