Henn was born to Master Sergeant Kenneth Henn, a non-commissioned officer of the United States Air Force, and nurse Roseleen Henn. Henn's father's duties led the family to relocate to England in the mid-1980s. In 1984, Henn was discovered in her school's cafeteria near her father's base in Lakenheath, England by casting agents who took a photo of her. Afterwards, she was invited to Pinewood Studios, where Henn auditioned and got the part of Newt in the film. Her family transferred once more to Castle Air Force Base by the time the film premiered.