But Richard Chaplow is a doubt after limping off against Birmingham on Saturday.
Winger Henry feared his season was over when he sustained a knee injury against Leeds early last month, while defender Osborne suffered a hamstring strain at Charlton three weeks ago.
But both will be looking to be involved against the Owls and prove their fitness ahead of next Saturday's FA Cup semi-final against Wigan.
However, on-loan Southampton midfielder Chaplow suffered an ankle injury in the 1-1 draw at St Andrew's and Millwall are waiting to discover the extent of the damage.
Skipper Paul Robinson remains sidelined with a groin injury.
Sheffield Wednesday striker Steve Howard could return to the starting line-up, but Gary Madine remains doubtful due to a hamstring strain.
Howard, on loan from Hartlepool, started on the bench in Saturday's home win over Blackburn with Jermaine Johnson alongside Leroy Lita up front, but manager Dave Jones could be tempted to make changes as his side face their second game in four days.
Johnson scored twice on Saturday, but has been struggling with a tight hamstring of late, while recent midfield loan signings Seyi Olofinjana (Hull) and Stuart Holden (Bolton), back in the starting line-up on Saturday, have both been nursing knee problems.
On-loan Leeds midfielder Danny Pugh is pushing for a recall as Jones ponders which one of his six loanees to leave out of his matchday squad.
The Owls will haul themselves six points clear of the bottom three if they can clinch back-to-back wins for the first time since early February.
- Sports & Recreation