Top-seeded Prairie View will take on third-seeded Texas Southern in the championship game Saturday.
Grambling came as close as two points in a Sarion McGee layup early in the second half. Two buckets each by Faite Williams and Henry pushed the Panthers lead into double digits most of the rest of the game.
Grambling closed to six points with 1:28 remaining but Henry dunked and Prairie View finished with eight straight from the free throw line.
Williams also scored 18 points with seven rebounds for Prairie View (16-4). DâRell Roberts added 14 points and DeWayne Cox scored 11 with eight rebounds.
Cameron Christon had 16 points and seven rebounds for the Tigers (12-12). TraâMichael Moton added 10 points and five assists. Prince Moss had 10 points.