It is the first time British No1 Murray has lost to Henman, having won all three previous encounters, including two earlier this year.
Henman has struggled for form through much of 2006, but looked in control of this match throughout after breaking Murray's service in the fifth game. He looked considerably fresher than his opponent, who may have been feeling the effects of the 18-hour flight he had to make from Odessa, where he beat Sergiy Stakhovsky on Sunday to secure Britain's Davis Cup Euro Zone One status.
Murray lost his composure as the match turned against him, throwing his racket to the ground as he swiftly slumped to 4-0 down in the second set, and despite a late rally was unable to halt his buoyant opponent.
Henman will now face fellow Brit Alex Bogdanovic in the second round.