She is said to have systematically killed the children one by one, singing to them as she covered their airways, according to a police report.
The report states she killed her one-year-old first while her other two children were in the room.
Her son even tried to intervene as his two-year-old sister struggled under her force, according to the police report.
She is alleged to have killed her son next, before feeding the baby a bottle and then smothering her.
After the killing, the mum allegedly lay all three children next to each other in the living room as if they were sleeping.
Emergency services were later called to the home in Phoenix, Arizona, and discovered the children’s bodies.
Paramedics attempted to perform CPR but the kids were pronounced dead at the scene.
Henry was arrested and charged with three counts of murder.
She was held in prison on a $3million bond after prosecutors argued she could be a flight risk.
She is said to have recently moved to Arizona from her home in Oklahoma.
While appearing in court on Tuesday, prosecutors said Henry’s children had been removed from the home previously due to her drug addiction.