With the match held over at a set-all when darkness halted play on Saturday, Sharapova was quickest out of the blocks, racing to a 2-0 lead and then having Henin at 0-40 on the Belgian's serve.
But Henin managed to hold on and then reeled off three more games to take a 4-2 lead in blustery conditions on Court Philippe Chatrier.
Sharapova broke back for 4-3 but then Henin went up a gear to seal victory in two hours 10 minutes when a Sharapova backhand drifted wide.
She faces Australian seventh seed Sam Stosur for a place in the quarter-finals.
(Editing by Miles Evans)