Under Klopp, the Reds have reached their first final since 2007, vanquishing the likes of Manchester City and Roma en route to Kiev, where they will face Real Madrid at the end of the month.
Henry, the head of Fenway Sports Group, is looking forward to attending the match in Ukraine and is delighted to see Liverpool back among the giants of Europe.
"Jurgen has done a tremendous job, as has everybody associated with the club," Henry is quoted by Sky Sports News as saying.
"I am very, very excited to go to the Champions League final. It's for Jurgen and everyone associated with the club.
"This is for our fans around the world, this is what this club is all about - trying to win European championships.
"Our fans really pushed us past Manchester City, they pushed us past Roma so that when we were playing the away legs, we were already in such a great position."
Klopp is so far yet to win a major trophy with Liverpool following defeats in the Europa League final and FA Cup final in 2016.