Pau Gasol hit two free throws with six seconds remaining and the Lakers held off the Hawks for a 105-103 victory before a sellout crowd of 18,997 on Sunday night.
The Hawks had chances to end the skid, but turnovers and missed shots hurt them down the stretch.
Millsap tied the score at 103 on a bucket with 35 seconds left. However, Millsap was called for a blocking foul with six seconds left after Gasol drove the lane. Gasol hit both free throws for the difference.
Henry replaced Nick Young in the starting lineup as Lakers coach Mike D’Antoni shuffled the deck. It worked well for both players as Henry led the Lakers in scoring again and Young came off the bench to contribute 13 points in 21 minutes.
The Lakers hit 8 of 13 (61.5 percent) from behind the arc by intermission as seven different players converted. The Hawks managed 3 of 9 on 3-pointers.
Overall, the Lakers shot 42.7 percent from the field to 44.4 percent for the Hawks.
NOTES: Hawks coach Mike Budenholzer praised the performance of PG Jeff Teague, who averaged 20.5 points and 10.5 assists in the opening two games. "Jeff's been great. I think we're looking for him to just continue to improve and being engaged on both ends. I think 20 and 10 is great," Budenholzer said. ... The Hawks will meet the Sacramento Kings in the second game of their three-game road trip on Tuesday. They are at Denver on Thursday before returning home to face the Orlando Magic on Saturday. ... Los Angeles tips off a three-game trip on Tuesday at Dallas. On Thursday, the Lakers visit Houston in their first meeting with Dwight Howard since he bolted to the Rockets during the offseason. They play Friday at New Orleans.