In early 1761, at Les Cèdres, Henry met former fur trader Jean-Baptiste Leduc, who acquainted him with the rich possibilities of trading at Michilimackinac and around Lake Superior. That spring at Montreal, he secured a fur-trade pass from Major-General Thomas Gage - the second Englishman (by only a few days) to do so. Henry wrote, "proposing to avail myself of the new market, which was thus thrown open to British adventure, I... procured a quantity of goods" and set out on the Ottawa River to Fort Michilimackinac. As he was "altogether a stranger to the commerce in which (he) was engaging," he stopped while still in Canada to hire a guide, Etienne-Charles Campion, an experienced voyageur.
In 1761, as they travelled west, Henry was repeatedly warned by the Indians they encountered not to risk his life among the Ojibwe, who remained fiercely loyal to the French. By the time Henry took the warnings seriously, he did not have enough supplies to turn back. He disguised himself as a voyageur and let Campion pass for the proprietor. No one was fooled. When he arrived among the Ojibwe at Michilimackinac, Henry found himself surrounded by sixty of their warriors, "each with his tomahawk in one hand, and scalping knife in the other." The imposingly tall war chief Mihnehwehna/Minweweh coldly reminded him that the English may have conquered the French, but they had not conquered the Ojibwe. On taking New France, the English had neglected to make peace with their Indian allies. Having put to use all of his diplomatic skills for which he would become well known, Henry "inwardly endured the tortures of suspense," before Mineweh declared that he admired Henry's bravery for entering their lands. He said since Henry did not come intending to make war, he could "sleep tranquilly" among them. That winter of 1761–62, a minor Ojibwa chief, Wawatam, adopted Henry as a brother.