Henry Larsen won two bronze medals in the coxed fours at Olympic Games. At Stockholm in 1912, the Christiana outriggers boat beat Austria (Leitmeritz) by abandonment in the first round and the Belgian boat from Gand in the second. In the semi-final, they narrowly lost to the eventual silver medallists from the Thames Rowing Club. Klem returned in 1920 claiming another bronze. They beat Belgium in the heat and placed third in the final, losing to Switzerland and the United States.
Henry Larsen was a merchant and manager of a shoe store in Kristiania in 1920. In 1915, he married Louise Erika Jansen. The couple had one daughter and one son.