Henry died at 6:36 a.m. EST at Carolinas Medical Center in Charlotte, where he had been taken by paramedics after the fall on Wednesday, the Charlotte-Mecklenburg Police Department said.
Police said the 26-year-old Henry was involved in a "domestic situation" with his fiancee and got into the bed of a pickup truck as she drove the vehicle away from a home.
Henry "came out" of the back of the vehicle, though police would not say whether he fell out or was forced out. No charges have been filed and police are still investigating.
Drafted by the Bengals in the third round of the 2005 draft, Henry is no stranger to problems off the field.
He was suspended by the NFL three times following four arrests. Henry was released by the Bengals in 2007 and then re-signed to a two-year contract before the 2008 season.
Bengals President Mike Brown said Henry had turned his life around.
"It was challenging at times with him," Brown told a news conference in Cincinnati. "But he was someone who we liked and thought could regroup, catch himself, and re-start his life.
"And, to his credit, I think he did that. It's a terrible tragedy that just at the time when he was running to daylight, his life was snuffed out."
Henry had been on injured reserve with the Bengals since November 9 due to a dislocated forearm suffered during a 17-7 victory over the Baltimore Ravens a day earlier.
"They watched a guy mature as a young man and work through adversity and come out of it and be a beacon of hope for other people," said a somber Lewis.
"It's a very difficult thing, a young life that won't ever get to reach its full potential."
Henry had 12 catches for 236 yards and two touchdowns this season. Over his five-year career, Henry had 119 catches for 1,826 yards and 21 TDs.
"We knew him in a different way than his public persona," said Brown. "He was soft-spoken, pleasant, comfortable to be around. And then this tragedy cut him down. It's painful to us. We feel it in our hearts."
(Reporting by Jane Sutton and Jim Loney in Miami, and Steve Ginsburg in Washington; Editing by Eric Beech)