Henlow is mentioned (with a degree of dispute recorded) in the Domesday Book. The entry reads: Haneslau(ue)/Hanslau(e): Herfast from Nigel d'Aubigny; Hugh from Walter of Flanders; Widder and Bernard from Azelina, Ralph Tailbois' wife (Hugh de Beauchamp claims from her, stating it was never in her dowry); Alric. 2 mills.
There is a public house, The Engineer's Arms in the high street..
There are several theories as to the origin of the name Henlow. Henna hlaw is one, meaning in old English "Hill of birds". Hlow was also sometimes used to indicate a burial place.
The parish church, parts of which are 13th-century, is dedicated to St Mary the Virgin.