Marie Henriques came from an artistic family that supported her in her dream of becoming an artist. She started her artistic education with private tuition from the painter Frants Henningsen, and in 1888, her father paid for a six-month stay in Paris, where she received instruction from the painters Alfred Stevens (1823–1906), Christian Krogh (1852–1925) og Othon Friesz (1879–1949). The same year she became a student at the newly established Academy of Fine Arts’ School of Art for Women (Kunstakademiets Kunstskole for Kvinder), where she studied until 1893.

Henriques made her debut at Charlottenborg in 1889, and she exhibited here for several years. In addition, she participated in a large number of exhibitions and had several solo exhibitions. She painted naturalistically but was also influenced by the Impressionists. She also found a role model in Anna Ancher and painted, like her, portraits, interiors, and still lifes.

Marie Henriques was co-founder of The Danish Women's Artist association (Kvindelige Kunstneres Samfund) In 1916, whose purpose was to ensure female artists the same rights and opportunities as male artists. She was a member of the association’s board until 1935. In 1920, she was both co-organizer and participant in the great exhibition the Women Artists’ Retrospective Exhibition (Kvindelige Kunstneres Retrospektive Udstilling) in Copenhagen arranged by The Danish Women´s Artist association. Henriques was also a member of the council of the Royal Danish Academy of Fine Arts in 1932–34 and member of the board of Kunstforeningen in 1935–37.

Henriques was on several study trips abroad, including in Italy, Spain, North Africa, England, the Netherlands, and Greece. She made several watercolours and colour litographs of architecture and ancient polychrome sculptures, for which she gained great recognition in her time.