Kane, 18, has netted six times in his last 11 games for the Lions and has helped the London outfit dodge relegation from the Championship.
"Harry is fantastic and you can tell that he is a very talented boy that will go on to play in the Premier League one day," said Henry.
"He has got a lot of talent and he has been a huge boost for us since coming here in January, but then so has Andy Keogh since he signed and Darius Henderson all season.
"We've been scoring goals lately and when that is happening everyone is happy."
Kane is on loan at Millwall from parent club Tottenham Hotspur.