The 25-year-old recently moved up to number two in the men's world rankings after successfully winning the Miami Masters last month.
While he feels that the current state of British tennis is "embarrassing", Henman is pleased that Murray is triumphantly flying the flag.
"It's fantastic that Andy is number two in the world," Henman told BBC Sport.
"He's doing what he's doing and he's a great example for the groups behind him."
Henman reached number four in the world rankings during his playing career.