The British supermodel relocated to the Big Apple two years ago and while she loves being in the US she misses the designer and their other friend Jessica Fletcher.
Henry said: "She's not coming back. She has definitely settled and found her home. I miss her loads now she is New York. She is getting very, very frustrated with us now.
"She has had enough of it and says, 'This is it, I have been here two years, hurry up and move over.' She keeps demanding that me and Jess come on over and work there. But I spend as much time as I can over there hanging out with her."
While Agyness is in America, Henry has found a new girl in his life - Pixie Geldof, who is the face of his high street collection H! By Henry Holland.
He told the Daily Mirror newspaper: "Pixie has been my Muse actually. I love working with my friends whenever possible. I first met her five years ago.
"And over the years we bumped into each other at different things and we've the same group of friends. She's slept on my sofa a few times. When all this has died down in a few weeks we're off to Los Angeles to the Coachella music festival."