The 19-year made history on Friday by becoming the first Canadian women to win a World Cup ski jumping qualifying round before finishing fifth in Saturday's first event.
Henrich came into the competition in strong form after winning gold and silver in Continental Cup competitions, a level below World Cup, in Falun, Sweden.
Two other Canadian women jumpers, Alexandra Pretorius and Atsuko Tanaka, both from Calgary, had previously won ski jumping medals on the Grand Prix circuit.
Austria's Daniela Iraschko-Stolz won the World Cup competition for the second day in a row. Germany's Carina Vogt was second.
Henrich who jumped 93 metres on her first attempt in the final, improved to 95.5 metres to move up from fourth to her historic bronze medal finish.