On 4 January 2007, Henin withdrew from the Australian Open and the warm-up tournament in Sydney to deal with the break-up of her marriage. Not playing those tournaments caused Henin to lose the world No. 1 ranking to Maria Sharapova.
At the WTA Tour Championships, Henin won all three of her round robin matches, defeating Anna Chakvetadze, Janković, and Bartoli. Going into the match against Bartoli, Henin had won 22 consecutive matches since Bartoli defeated her in the 2007 Wimbledon semifinals. Although Henin had already clinched a spot in the semifinals, both Henin and Bartoli did not know Bartoli had to replace Serena Williams until several hours before the match and lost 6–0, 6–0. In the semifinals, Henin defeated Ivanovic 6–4, 6–4. In the final, Henin overcame Sharapova in three sets in a match that lasted 3 hours, 24 minutes. Sharapova won the first set on her eighth set point in the 12-minute last game. Henin won the match on her fifth match point in the final game of the match. This was Henin's longest ever match, the longest final in tournament history, and the twelfth longest women's match ever.
At the 2007 French Open, Martina Navratilova said that "Henin's offense is just phenomenal ... it's sort of like we've got 'the female Federer', or maybe the guys have 'the male Justine Henin', because she is just head and shoulders above everyone else right now." Her footwork, balance, and court coverage—and she is adept at changing from a defensive style to an aggressive one. Compared to the rest of her game, Henin's serve was rather inconsistent. Her tendency to take risks on her second serve could sometimes result in a high number of double faults. When she first came onto the tour, Henin used a pinpoint stance (most common among the WTA) for serving, but later retooled her serve to use a platform stance, which is most common among male players. Nonetheless, despite her relatively small size, Henin was capable of producing powerful first serves, her fastest one being clocked at 196 km/h (122 mph) at the 2005 Family Circle Cup. Henin's single-handed backhand was the most powerful and accurate in the game. She could hit her backhand flat, with heavy topspin, or slice [underspin]. Her backhand could also be used to surprise her opponents with drop shots, breaking up the pattern of a groundstroke rally. Her forehand was generally regarded as her most dangerous weapon, and the stroke that she normally used to dictate play in a match. It was underrated as most only spoke of her backhand, but particularly in her dominant years of 2003 and 2007, she would dominate the tone of matches with her huge and versatile forehand. Like her serve, her forehand was something retooled during her career and took inspiration from Andre Agassi's forehand.
In May 2007, Henin and her coach Carlos Rodríguez started the Academy 6th Sense. At the 2009 US Open – Girls' Doubles the Ukrainian tennis player Maryna Zanevska became the first "6th Sense player" to win a Grand Slam title.
On 30 November 2007, Henin opened her own tennis academy Club Justine N1 (in French, "N1" is pronounced almost identically to "Henin").