But in the buttoned up-world of TV news, he's figured out a way: pocket squares.
Blue ones, red ones, white ones. He'll wear red-meets-blue purple, too, but don't read too much into any political meaning, he says.
It all started as a friendly fashion competition with Ali Velshi, a former colleague when Henry was at CNN. It was all about the bigger, better necktie back then. There was an unending game of one-upmanship with more colorful shirts, perhaps even a patterned vest.
Still, Henry says, Velshi usually out did him — until Henry pulled out the pocket square.
"The pocket square amps it up!" says Henry. He adds: "At least no one is teasing me about my makeup anymore."
There is a bit of ribbing about his fashion sense. A producer set up a Twitter account for Ed's Pocket Square. Sample tweet: "I hate when the TV graphics cover me and I don't get enough air time!"
Henry meets a reporter at the Brooks Brothers flagship store on Madison Avenue. The way he stands there at one of the glass countertops, opening his travel friendly pocket-square case and putting them on display, it looks like if things don't work out at Fox, there would be a position for him here. Customers pass by and look at him: One can't tell if they want to ask for his autograph or if the squares are on sale.
"I like pizazz. I like to show my personality — any way I can," he says with a smile.
Most of his work day is serious business, and he doesn't want to distract from that. He travels the world with the president, reporting on stories and issues that affect the world.
But that doesn't mean he's a two-dimensional stuffed shirt: He has a wife, kids and, yes, an appreciation for a little flair in his fashion.
When he was following President Barack Obama to Martha's Vineyard, Mass., two years ago, he stopped in a store in Ronald Reagan Washington National Airport and picked up a pocket square with a paisley print in ocean colours. He was covering the president's vacation, after all, and he wanted to look the part.
For black-tie dinners, he'll typically turn to his Tom Ford-designed black-and-silver one.
Dressing up is not a chore for Henry. He rather enjoys it.
"I never did the khaki-and-cotton thing. I like how they dressed in 'Mad Men,' and I think that dressing up is something that's coming out of the recession. People want to look successful," he says.
There's also the respect he offers to his job and the people he covers by putting on a suit, tie — and pocket square.
Henry, 40, has been Fox's top White House reporter since 2011.
Henry and Obama have at times had a prickly relationship, but they can agree on style. Henry recalls interviewing the president in Moscow in 2009, and Obama taking the extra moment to comment on — and compliment — Henry's cufflinks and tie.
"The president has a real eye for detail," Henry says. "He's a great dresser."
Going around the globe, Henry says he picks up ties and pocket squares as souvenirs, and they act as a bit of a travelogue. His favourite is a tie he bought in Italy, where he was with President George W. Bush.
Running a close second is an Hermes pocket square decorated with little sheep. He wore that for his daughter's first communion.
He rarely shops for ties and pocket squares together, and it's his rule they never fully match. "I try to pull out the colour of one and pick it up in the other. Wearing two solids is cheating," he says.
Oh yes, he says, he is indeed a shopper. He jokes that few things make him happier than a bargain at Century 21. "I can't say anything to my wife when she buys shoes."
Lately, he's been getting pocket squares as gifts, including the skull-and-crossbones square he received at Christmas from his sister-in-law.
Still, he'll buy a special one for the 2013 presidential inauguration — no matter who wins this year's election. "I made a trip for a new tie for the January '09 inaugural, but the next inauguration will be my first 'pocket square inauguration.'"