She also won her hometown event, the Liege Challenger, in July 2000.
In the semifinals, she lost to Amélie Mauresmo 6–7(2), 6–3, 3–6. She started 2004 by winning a warm-up tournament in Sydney and then the Australian Open in Melbourne, defeating Clijsters in three sets in the final.
Henin was named the ITF's women's singles World Champion for 2003. By the end of 2004's spring hard court season, Henin had built a 25-match Tier I win streak and 22–1 win-loss record, winning her first 16 matches.
At the Tier I Acura Classic in San Diego, the third-seeded Henin defeated the top-seeded Clijsters in the final.
Two weeks later at the Tier I Rogers Cup in Toronto, she defeated Russia's Lina Krasnoroutskaya in the final. She won her first four matches against unseeded players before defeating seventh-seeded Anastasia Myskina in the quarterfinals and then defeated sixth-seeded Jennifer Capriati in the semifinals 4–6, 7–5, 7–6(4) in a match that lasted more than three hours and stretched to midnight.
Henin recovered from a 3–5 deficit in the second set and a 2–5 deficit in the final set and was just two points from defeat eleven times. At her next event, the indoor Sparkassen Cup in Leipzig, she lost to Myskina in the final. Two weeks later at the indoor Porsche Tennis Grand Prix in Filderstadt, Henin lost in the final to Clijsters. Henin, however, held this ranking for only one week as she declined to defend her title at the Generali Ladies Linz tournament.
She was treated for muscle cramps and dehydration overnight but returned to play in the final the next day. Had she won this match, she would have immediately replaced Clijsters as the world No. At the Tier I Zurich Open the following week, Henin reached her sixth consecutive final where she defeated Serbia's Jelena Dokić. At the WTA Tour Championships in Los Angeles, Henin defeated Myskina and Capriati but lost to Japan's Ai Sugiyama in her round robin matches.
She won both her singles matches to help Belgium win the tie 5–0.
She then played two tournaments during the North American summer hard court season before the US Open.
Henin's mother routinely took the young Henin across the border to France to watch the French Open.
Henin saw the 1992 final involving her idol Steffi Graf and Monica Seles.
In 1995, shortly after her mother's death, Henin met her coach Carlos Rodríguez who guided her career both before her retirement in 2008 and during her 2010 comeback.