Cardiff's Millennium Stadium is the venue for Saturday's eagerly anticipated clash between Juventus and Real Madrid.
Ronaldo has scored 10 goals so far in the Champions League this season, with Barcelona's Lionel Messi the only player to have scored more with 11.
The Portuguese star netted an incredible eight times in the quarter and semi-final wins over Bayern Munich and Atletico Madrid, including two hat-tricks.
Henry believes Juventus have been better than Real this term but with Ronaldo in their side, Los Blancos still have a great chance of winning their third final in four years.
Real Madrid line-up predicted to face Juventus in the Champions League final Tue, May 30, 2017
Express Sport predicts who will start for Real Madrid against Juventus in the Champions League final on Saturday (7.45pm)
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Who will Zinedine Zidane pick to start for Real Madrid against Juventus?
Thierry Henry says Cristiano Ronaldo must perform for Real Madrid against Juventus
It's going to be very difficult for Real Madrid to stop Juventus. But when you have a guy like Cristiano Ronaldo in your team, anything can happen
Thierry Henry on Real Madrid star Cristiano Ronaldo
"I think Juve is the most impressive team that I've seen this season, the most balanced team," he said on Sky Sports.
"People always talk about their defence but if you don't have guys running the way they're running and defending the way they're defending in front of you, then your defence is not as strong.
"They defend together, they attack together, they're well balanced.
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"That is why they are successful, they are a big unit, not only at the back but the whole squad together.
Cristiano Ronaldo has already led Real Madrid to the La Liga title this season
"But when you have a guy like Ronaldo in your team, anything can happen.
"If you look at all the rounds before, Ronaldo happened."