Video of the interrogation of Henry, which lasted about an hour and 20 minutes, was played in court.
Henry and three other men are accused of shooting and killing Dustin Friedland in 2013 and stealing his Range Rover.
During the interrogation, investigators showed him photos of the three other suspects.
Henry talked about driving them to the mall and watching as Kevin Roberts and Hanif Thompson approached Dustin and his wife to take their Range Rover.
Henry had to be pressed to admit that he knew Thompson had a gun in his possession as they were heading to the mall.
Investigators questioned Henry about the suspects' plan to take the Range Rover. Henry offered little to direct police to the weapon used to kill Friedland.
Henry indicated Thompson got rid of the weapon right after the shooting.
The interrogation also focused on whether Henry and Thompson had followed another Range Rover three days before the murder.
Also Wednesday, the officer who arrested Henry in an Easton Pennsylvania hotel pointed to him in court, and identified the clothes he was wearing that day.
On Tuesday, prosecutors said that Henry targeted another driver just days before the carjacking that killed Friedland.
Friedland was shot in the head during a carjacking in the mall parking lot in December 2013.
Henry is the first of the four suspects to stand trial.
The prosecution wanted to show jurors that the suspects were willing to go extra steps and miles to steal a Range Rover vehicle.
Photo evidence collected by the EZ Pass tolls puts the suspects vehicle on the New Jersey Turnpike three days before the tragedy at the Short Hills Mall.
The evidence suggests the suspects were following the owner of the Range Rover from Exit 14 north to Exit 18W. The driver of the Range Rover did get away.
Friedland's widow Jamie testified last Wednesday about the events leading up to the killing.