The diminutive winger, nicknamed 'slippery fish', stabbed the ball home after 108 minutes as the Roar came back from a goal down in front of a full house of 52,000 at Brisbane's Lang Park to become the first club to win the title three times.
Henrique also scored in extra time and converted the winning penalty in the shootout that decided the 2011 final against Central Coast Mariners and gave the Roar their first title.
Wanderers, supported by 10,000 red-and-black clad Sydneysiders, had been just four minutes from a first title in just their second year of existence but ended up losing a second successive final.
Western Sydney sign Dutch winger Castelen
"We dug deep going down to the Wanderers, they are obviously a tight outfit but we showed our character and I think we got our reward at the end of the day. You beauty!" goalkeeper Michael Theo said.
Wanderers had enjoyed the better of a goalless and rather dour first half but it was not until the 56th minute that Socceroos central defender Matthew Spiranovic opened the scoring for the visitors.
Former Japan playmaker Shinji Ono, playing his last A-League match after an influential two years in Australia, swung the corner in from the right and Spiranovic rose unmarked at the near post to bury the ball in the back of the net.
The goal roused the home side into action but the usually clinical striker Besart Berisha spurned a string of chances to get the Roar back in the match and it looked like the Wanderers might hold on for victory.
In the 86th minute, however, German attacking midfielder Thomas Broich looped a free kick into the area and Albanian Berisha got in front of the Wanderers defence to head the ball past goalkeeper Ante Covic.
Wanderers had not looked as solid after the departure of captain and defensive stalwart Nikolai Topor-Stanley because of injury in the 66th minute and the longer the match went on, the more it looked like the Roar would win it.
The home side came close a few times but it was not until three minutes into the second period of extra time that James Donachie chased down a ball on the right of the penalty area and his cross found Henrique unmarked in the centre of the box.
Brisbane Roar book A-League final with Western Sydney
Malaysian jailed over Australian match-fixing