The Australian point guard spent time with the former Arsenal and Barcelona striker ahead of Thursday's NBA Draft.
Dante Exum is making the most of his time in the Big Apple.
Exum is expected to be drafted among the top five picks in the Draft. He is one of the most intriguing players available, having never played in the United States.Scouts have only had rare glimpses of the 18-year-old in action and he has impressed on every occasion, leading to him even being compared to Kobe Bryant.
Henry is the elder statesman of the Red Bulls' roster, and will have surely given Exum some advice about professionalism and extending his career.
Exum wore number seven on the back of the Red Bulls jersey he was given by the team. The Los Angeles Lakers own that spot in the draft, and Laker fans will be praying that the Australian somehow falls to them on Thursday night.