The Oklahoma City school announced Friday that Henry was one of three players transferring in from Division I schools.
He redshirted one season there before transferring to Kansas, where he averaged 3.1 points in limited playing time alongside brother Xavier Henry.
Xavier Henry was the Memphis Grizzlies' first-round NBA draft pick this year but has yet to sign.
Southern Nazarene says C.J. Henry will have three years of eligibility remaining.
The other two players are Horace McGloster and Milos Milosevic. McGloster played two seasons at Houston, playing in 44 games in two seasons -- 2007-08 and 2008-09. He then transferred to St. Bonaventure but did not record any playing time there.
Milosevic played one season at Valparaiso. He played in 17 games, averaging 5.5 minutes a game.
Information from The Associated Press was used in this report.