New York started the brighter and did not have to wait long for the lead as Bradley Wright-Phillips dispatched an 11th-minute penalty for his 21st goal of the season.
Mike Petke's side were unrelenting in their bid to add a second, with Henry this time guilty of spurning a good opportunity.
In the second half, the Red Bulls did double their advantage when Henry collected Sam's pass and found space to fire a shot into the top corner from the edge of the box.
The home side almost regained their two-goal cushion in the 74th minute when Henry lifted a cross into the area and a Sinovic header almost found its way into the net, as he lobbed Gruenebaum but the ball went wide.
Sporting made one last push at the Red Bulls goal late in the game, but could not find the breakthrough as the home side managed to hold out for the three points.