West Bromwich Albion drew 1-1 with West Ham United at the weekend.
West Brom drew 1-1 with West Ham on Sunday, but they could have snatched all three points if they were more ruthless.
Rondon was guilty of missing a header from six yards, after fine work from Darren Fletcher, and Henry felt that the striker deserved to be criticised for his failure to finish.
“It should and could have been the winner,” Henry said.
“The man of the match Darren Fletcher wins the ball back and what a cross.
“I’m not saying don’t give the goalkeeper any credit, but he [Rondon] has to score. The goalkeeper didn’t know too much about it. It ends up being a great save but for me I would put it down as a bad miss.”
West Brom had gone behind at Upton Park in the first half, when Mauro Zarate curled in a free-kick from range.
However, they improved greatly in the second half, and when a deflected Rickie Lambert strike went into the back of the net, they seemed to grow in confidence.
In the end, the Baggies may have been disappointed not to pick up the three points, but their draw was still a credible result.
West Ham have started the season well, so Tony Pulis’ side should feel satisfied with the point they picked up in London.
That result has pushed West Brom up to 13th place in the Premier League table, while West Ham are in eighth spot.