Dementieva hit back in the second set, breaking Henin at 6-5 to force a tiebreak.
However, the Russian then gifted Henin a match point with a netted drop-shot.
This allowed the Belgian to seal it 8-6 with a volley.
Henin will once again face Russian opposition in the third round when she takes on Alisa Kleybanova who earlier beat Sorana Cirstea 6-4 6-3.
Clijsters and Wickmayer also through
Fleming Kim Clijsters struggled against the tricky Thai veteran Tamarine Tanasugarn.
Clijsters won the match taking a routine first set 6-3 but falling back 3-0 in the second set before closing it out 6-3.
Yanina Wickmayer beat Flavia Pennetta in her second round match.
After a tough first set with countless breaks on both sides, Wickmayer sailed through the second set.
The match ended 7-6 (7/2) en 6-1 in favour of Wickmayer.