Henriques (74 not out) managed stick around with a wobbly top-order to finally stitch a crucial 64-run unbeaten fifth wicket stand with Ravi Bopara (17 not out) and take SRH to a respectable total at the Shaheed Veer Narayan Singh International Stadium.
Veteran DD pacer Zaheer Khan (1-33) drew first blood after scalping Shikhar Dhawan (13) in the fourth over.
The left-hander tried to flick an incoming delivery from the left-arm pacer but mistimed the shot to lob an easy catch to Albie Morkel at midwicket
Henriques and Eoin Morgan (22) then stitched a quiet 33-run partnership before Jayant Yadav (1-19), who opened the attack for DD, broke through in the 11th over.
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Morgan tried to loft out a pitched up Yadav delivery to long-off but Coulter-Nile took a good catch as he got his hands under the dipping white ball.
Coulter-Nile continued to make his presence on the field as he broke through another partnership after getting Karn Sharma (16) back in the pavilion. It was now the turn of Yadav to return the favour as he picked a neat catch after Sharma mistimed a short ball to the point region.
The final over, bowled by Zaheer, also saw a six from Henriques as SRH managed 64 runs from the final 5 overs.
Skipper Jean-Paul Duminy, Amit Mishra and Albie went wicketless.