Wales kick-off their Six Nations campaign against Ireland on 7 February and Henry believes they have previously relied too heavily on strength.
Despite lauding Wales for their "fabulous" World Cup performance, the 69-year old believes Warren Gatland's side are capable of more.
"There are guys trying to use their brawn rather than brain," Henry said.
Henry, who won the World Cup in 2011 as coach of the All Blacks, had a spell in charge of Wales between 1998-2002.
In an interview with BBC Wales' Scrum V Radio, Henry also had plenty of positive things to say about Wales, stating that both George North and Dan Biggar are world class performers.
"The Welsh have got very good forwards and a very good defensive system," Henry added.
"They've obviously got a good coach and the way the play for each other and what they did in the World Cup was fabulous.
"George North is as good a winger as anyone in the world, Dan Biggar is a fabulous 10, one of the players of the World Cup."
However, despite individual talent, Henry feels Wales are struggling in attack.
"But the attack game, how do they score tries? Well, they've got the players," he said.
"But as a 15 they aren't putting it together as an attacking unit and that's the challenge moving forward.
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"The Welsh defence is very good, they have world class goal kickers, but the attack has always been a bit questionable."
Henry feels the World Cup group clash against Australia provided the perfect example of Welsh shortcomings.
"I don't want to be critical, but in the Australia game they [Australia] were down to 13 players," he said.
"Wales attacked for a long time, had numbers, but didn't use them.
"So you wonder about the intelligence of the attacking game on the field.
"So I guess that is the next step forward."
Former head coach Graham Henry believes Wales can improve their attacking play by showing more intelligence.