Henson kicked six penalty goals and converted both of winger Gareth Morris’ tries to deny the Warriors a bonus point for finishing within seven points.
Veteran Neil Jenkins replied with 17 points – and gave his side a 12-0 lead at one stage – but home fans had to wait 80 minutes for their side’s first try – to captain Richard Bryan.
Despite five Jenkins penalty goals, the Ospreys took a 16-15 lead into the break, and Morris’ second try and Henson’s fourth penalty goal gave their side a comfortable 11-point cushion.
‘It wasn’t the strongest Warriors team, but we measure ourselves against performance and I’m pleased with that result and performance,’ Ospreys coach Lyn Jones said.
‘We scored some very nice tries – Gavin Henson created a great score and Gareth Morris got a spectacular second try.’