Henry Malfroy could be the son of Charles Malfroy, with whom he is often confused. He exhibited regularly in Paris, at the Salon des Artistes Français and the Salon des Indépendants.
Like Charles Malfroy, he painted coastal scenes and harbours from Bouches-du-Rhône to le Var. He also painted some Paris landscapes.
His work was part of the painting event in the art competition at the 1928 Summer Olympics.