Ms Collins made the claim at the privileges committee hearing into how a parliamentary reporter's phone records and swipe cards came to be given to the inquiry into the leak.
But the questioning of Mr Henry has been wider than just the journalist's information.
Ms Collins is on the privileges committee and is the first minister to openly criticise the way Mr Henry conducted the inquiry.
She asked why he had thought ministers had given permission for their records to be handed over and he said he had assumed it had been authorised.
Mr Henry told the committee he had a reasonable expectation that material he had, had been given with the appropriate permission.
The inquiry was set up by the heads of the GCSB spy agency, Ian Fletcher, and the head of the Department of Prime Minister and Cabinet, Andrew Kibblewhite.
United Future leader Peter Dunne was the chief suspect of the media leak and after he refused to co-operate with the inquiry was forced to resign.
Mr Henry said at no time did the inquiry request the phone records of the reporter, Andrea Vance, although he did asked for the swipe card records in and out of Parliament of her and Mr Dunne relating to the time he believed the report had been leaked.
Police Minister Anne Tolley told Mr Henry she was surprised that Mr Henry did not seek the advice of Speaker David Carter to clarify rules about parliamentary privilege.
"With 20-20 hindsight that might have been a wise thing to do," Mr Henry said but he had assumed that Parliamentary Service, which reported to the Speaker, knew the rules.
Andrea Vance's phone records were sent to the inquiry by Parliamentary Service but were not accessed.
The records of ministers and staff were sent on the understanding that Prime Minister John Key expected his ministers to comply with the leak inquiry. His chief of staff Wayne Eagleson wrote to all ministers officers to set out that expectation.
Under questioning form Maori party co-leader Tariana Turia Mr Henry said he did not believe it was his job to find out whether he had authority to obtain various records. He left that to Parliamentary Service.
"I had reasonable grounds to expect that Parliamentary Service knew what they were doing."
Former head of Parliamentary Service Geoff Thorn, who resigned in the wake of the debacle said in his submission: "It is important to say that at no time was I, as general manager, approached formally or informally by either Mr Henry or any member of his inquiry team.
"There was never any communication to me about the legal status of the inquiry, its terms of reference, or the basis on which information was being requested.
"In hindsight I believe this was a contributing factor to the errors that subsequently occurred."
Act leader John Banks suggested during his line of questioning that the Henry inquiry had "trampled on the rights and freedoms of Members of Parliament and the fourth estate in a very cavalier manner."
Asked how he would conduct his inquiry differently, Mr Henry said he would know that the journalist's security access records were not particularly useful and that hindsight was a wonderful thing.
New Zealand First leader Winston Peters began his engagement with Mr Henry by questioning his suitability for the role, given his record as former Commissioner of Inland Revenue during the Winebox inquiry.
Mr Henry said that the evidence of both men had been written into the Winebox inquiry report and was there for anyone who was interested to see.
Under questioning Mr Eagleson, Mr Key's chief of staff, said if there were a repeat situation, he would approach individual ministers with a piece of paper to ask their permission to release their records.
Mr Kibblewhite said that from the outset of commissioning the inquiry, it had never been anticipated that it would involve a journalist.
The terms of reference made it clear that the subject of the inquiry were those people, including himself and ministers, who had been given an advance copy of the Rebecca Kitteridge report on whether the GCBS spy agency operated within the law.
Under questioning from Labour's David Parker Mr Kibblewhite refused to state that a journalist's access records to Parliament should never be used in an inquiry.
If there were material matters of security involved, there could be circumstances in which it was appropriate to hand over a journalist's records.
He would not be drawn on whether that should relate only to physical security.
Under questioning from Mr Peters, Mr Kibblewhite revealed that the Intelligence and Security Committee - of which Mr Dunne was previously a member - had been concerned that a discussion it had had about morale in the GCSB had ended up in an article written by Vance.
"I was concerned there had been a leak from the committee. The committee itself had a conversation itself about the importance of not leaking," he said.
He did not agree with Mr Peters that Mr Henry's inquiry had been "a botch-up".
He acknowledged some mistakes had been made in the information that had been handed over. But at a cost of $42,000 it had been "a short, sharp, effective inquiry".
Mr Kibblewhite disagreed with a suggestion by Mr Banks that it had been a mistake to appoint Mr Henry to conduct the inquiry.
Mr Banks said it had been unfortunate and very unfair that Mr Thorn had lost his job as a result of the inquiry.
