Local media reports that he took a plane from the US state of New Jersey on Tuesday and arrived in the capital, San Juan.
After visiting Kenya, Mr. Henry’s location have been unclear for the past few days.
In his absence, violence in Haiti has erupted, with armed groups attempting to seize control of the international airport in an attempt to prevent him from arriving.
With a threat that the nation is “straight for a civil war that will lead to genocide” if the prime minister does not step down, their leader, Jimmy “Barbecue” Chérizier, has asked that the prime minister resign.