Henry's strike in first-half stoppage time came after Rovers had pressed and pressed to haul back Cesc Fabregas's fourth minute goal.
It was a trademark effort, a low curling finish from a superb Robert Pires pass. It was his 100th Premiership goal at Highbury. Now Arsenal's all-time leading scorer needs just six goals to beat Cliff Bastin's record of 150 in league matches.
Robin van Persie's late spectacular for the Gunners' third was hard on Blackburn. They competed hard for most of the game, without any of the controversy that has accompanied some of their performances. But they lacked a cutting edge.
Arsene Wenger said: "I thought the scoreline was a bit tough on Blackburn. They competed well and Bellamy was a threat. But we were always in front.
"The early goal was important and we didn't have to dig deep. Our finishing quality made the difference. We showed we can always score even when we're a bit flat. We did the job well and won with three great goals.
"I was very pleased for Thierry to score that 100th goal at Highbury. It was a well-taken and the pass from Pires was top-class. It came at an important time too.
"I was pleased for Cesc Fabregas. He showed a lot of composure and scored a great goal. He's getting stronger all the time too. I'm sure he can add goal scoring to all his other qualities.
"Robin van Persie has an amazing goal record when you look at the number of appearances that he's made. That was another great finish.
"I sense in training that our belief and confidence are returning. There's great spirit in the side."
Blackburn boss Mark Hughes said: "We lost to three great finishes. But we feel a bit hard done-by. We gave a decent performance, especially in the first half, when we responded well after their early goal. But conceding the second on the stroke of half time gave us too much to do."
Wenger made a pre-match point of describing Rovers as very physical and committed. They could hardly be accused of roughness today. Steven Reid and Lucas Neill were their only players booked.
Hughes believes Blackburn have more strength in depth this season. How he needs a finisher though.
Arsenal have several. Van Persie, who scored twice against Blackburn in the FA Cup semi-final last season, dropped to the bench. Dennis Bergkamp came in to partner Thierry Henry in attack. Pascal Cygan continued to deputise for Ashley Cole at left-back.
Australian World Cup pair Neill and Brett Emerton returned for Blackburn but their best passer, Tugay, was sidelined with a calf injury. They lined up in a 4-4-2 formation. Shefki Kuqi played up front with Craig Bellamy roaming and trying to run at the left of the home defence.
Henry and Bergkamp soon combined to threaten. Keeper Brad Friedel came out to save at Bergkamp's feet, but Friedel had no chance in the fourth minute when Fabregas arrowed a low 25-yarder beyond him into the corner of the net.
Bellamy fired Blackburn's first effort, left-footed and high from 30 yards.
Robbie Savage, Neill and Reid conceded free-kicks as Arsenal popped the ball around with confidence. They forced three successive corners. Friedel turned round Henry's 25-yard free kick. Andy Todd cleared Henry's corner, then the keeper held Kolo Toure's header from another Henry inswinger.
Arsenal had momentum. More pressure seemed inevitable. Instead they eased off and Blackburn began to threaten.
Reid, nipping away from Gilberto, came to meet a low cross but Lauren blocked his attempt. Morten Gamst Pedersen, drifting in from the left, had another shot blocked by Cygan. Arsenal's defence looked distracted. Bellamy's ability to find space offered Blackburn's best hope of an equaliser.
Arsenal's defence continued to live dangerously. In the 24th minute Bellamy appeared unmarked and shot. Jens Lehmann beat out the strike and Toure headed away the Welshman's follow-up.
Bellamy reached Reid's through ball ahead of Lehmann but not could direct his shot. Reid blasted a 30-yard free-kick over.
Arsenal still miss the influence of Patrick Vieira in such situations too. Pires, who seems to have regained his appetite, was the pick of the Arsenal midfield.
Henry, fed by Pires, made Blackburn pay for not taking their chances. First-half stoppage time loomed when Pires won the ball, advanced, then split the Rovers' defence with a sweeping pass and Henry ran on to bend a low right-foot shot past Friedel.
Friedel tipped away Gilberto's 25-yard shot as Arsenal finished the half in charge again.
Thirty seconds after the restart, Henry curled a teasing cross into the Rovers box, cleared by Ryan Nelsen as Bergkamp bore down. Sol Campbell headed over from Reyes' corner.
Blackburn kept pressing. Pires, back in defence, blocked Kuqi's shot. Reid hit another effort wide. Bellamy was frustrated by an upright after he met Pedersen's near-post cross with a header past Lehmann.
But Henry still threatened. Sub Freddie Ljungberg found him with a throughball. Henry shot with the outside of his right foot and the ball drifted inches wide. Sub David Thompson fired a dipping shot at Lehmann and the keeper then chested down outside the box under pressure from Bellamy. That was the end of Rovers' threat.
Van Persie, coming off the bench, punished them again. He sidestepped two tackles than swung his favoured left foot to bury a shot beyond Friedel from a tight angle.
He emphasised the difference between the teams. As Wenger noted, Blackburn just could not match the quality of Arsenal's finishing.
Man of the Match: Robert Pires - A performance of quality and energy, capped by a pass of great imagination to set up Henry for the decisive goal.