Henley played Herbert Muhammad in Ali, where he appeared with Jamie Foxx. In Collateral, where he appeared again with Foxx, he portrayed a sensitive jazz musician living on borrowed time. In Miami Vice, Henley played superior officer, Lt. Martin Castillo, once again with film co-star Foxx. He played Buddy in the 1998 film How Stella Got Her Groove Back, and Pokerface in the 1999 film Life.
Henley appeared in the television series, Robbery Homicide Division and Barbershop. From 2009 to 2010, he played the recurring character of FBI Agent Vreede in the television series FlashForward. In 2010, Shabaka played the character Dr. Olson in the season 3 Lie to Me episode "Veronica". In 2011, Henley appeared as the murderer in Body of Proof episode "Letting Go" and in 2012 he reunited with Michael Mann for the TV series Luck, to play the role of a parole officer. In 2015 he played a police detective in the Breaking Bad spin-off series Better call Saul.
