New York (14-9-6) could have clinched the Eastern Conference regular season title with a victory following Columbus' 2-2 tie with Toronto. The Red Bulls had three wins and two ties in the previous five games.
Henry sat out Thursday's practice with an undisclosed injury; he had been bothered last month by a sprained right knee.
Rafa Marquez played after returning from Mexico's exhibition against Venezuela on Tuesday.
The Union are 8-14-7 heading into the season finale Oct. 24 at Columbus.
Fred notched his fourth goal in the eighth minute and Orozco Fiscal made it 2-0 in the 28th minute on a terrific crossing pass from Sebastien Le Toux.
After being held without a shot on goal in the first half, the Red Bulls got within 2-1 in the 48th minute when Danleigh Borman scored his first goal of the season.
(Copyright 2010 Philadelphia Union. Reprinted by permission)