The Indo-Israeli pair survived a scare from Tatiana Poutchek and Anastasia Rodionova before making the grade.
The Indo-Israeli pair was drubbed by top seeds Lisa Raymond of the United States and Australia's Samantha Stosur in the third round at Wimbledon.
Sania Mirza and her Israeli partner Shahar Peer's second round women's doubles match at Wimbledon was suspended due to rain.
The Indian ace hopes her decision to renew her doubles partnership with Israel's Shahar Peer at Wimbledon does not stir up another religious storm.
Sixth seeded Israeli Shahar Peer battled through a tough first match at the Eastbourne International on Tuesday against an injured but determined Elena Likhovtseva.
Henin and Williams have met eight times in their careers but Saturday's clash will be the first since the muscular American won a semi-final meeting with the Belgian at Wimbledon nearly four years ago.
Daniela Hantuchova maintained her good form at Pacific Life Open with a gritty 6-2 5-7 7-6 victory over Israeli 11th seed Shahar Peer in the quarter-finals on Wednesday.
The American has targeted a return to the world's top 16 by the French Open.
The seventh-seeded American next plays top seed Shahar Peer of Israel at the Memphis International.
Former Australian Open finalists Kim Clijsters and Marcos Baghdatis signalled their intentions ahead of next week's first grand slam of the year by winning their matches at the Sydney International on Wednesday.
Top seed Amelie Mauresmo joined Russian trio Elena Dementieva, Nadia Petrova and Anna Chakvetadze in the Kremlin Cup quarter-finals on Thursday.
Maria Sharapova had to workk hard for a 6-0, 5-7, 6-2 win over Israel's Shahar Peer to reach the China Open quarter-finals
The Indian ace won the first set but was outplayed in the next two by Francesca Schiavone in the second round of the US Open.
The Belgian battled past Jelena Jankovic 5-7, 6-2, 6-2 in the second round of the Bank of the West Classic
The Indian ace defeated wild card Eleni Daniilidou of Germany 7-6(4), 2-6, 6-3 in the first round match on Tuesday.\n\n
Sania Mirza staged a strong comeback to beat ninth seed Shahar Peer of Israel and enter the fourth round of the Pacific Life Open in Indian Wells on Sunday. The Indian ace won 6-7, 7-5, 6-3 and will next face defending champion Daniela Hantuchova of Slovakia in the Tier-I event.
Sania Mirza and Yuliana Fedak ousted Sybille Bammer and Jewel Peterson 5-7, 6-2, 6-0 in the first round at Cincinnati
Russian Anastasia Myskina scraped past Israeli teenager Shahar Peer 6-2, 3-6, 6-3 to reach the third round of the Amelia Island Championship.
The 18-year-old thrashed Aiko Nakamura of Japan 6-1, 6-4 in the second round of the Japan Open.
The Indian ace registered an easy 6-2, 6-1 victory over Italy's Roberta Vinci at the Forest Hills Women's Tennis Classic.
The third seeded Indian beat Israel's Shahar Peer 7-6, 6-1 at the Forest Hills Women's Classic in New York.
Sania Mirza entered the main draw after Chanda Rubin pulled out with an ankle inflammation at the WTA event.
Serena Williams battled her way into the Australian Open semi-finals with a 3-6, 6-2, 8-6 win over Israeli Shahar Peer.
The Swiss stuttered to a 6-3, 2-6, 6-3 win over Israel's Shahar Peer in the fourth round of the French Open.
The third seed, who lost to Lucie Safarova, was richer by $12,000.
Fifth seeds Sania Mirza and Cara Black cantered into the second round, even as the duo of Rohan Bopanna and Aisam-ul-Haq Qureshi were shown the door in the men's doubles, at the French Open, in Paris, on Thursday.
An Israeli international with Dutch club Vitesse Arnhem has been refused permission to attend a training camp in the United Arab Emirates, the club said on Monday.
Indian tennis ace Sania Mirza and her Zimbabwean partner Cara Black were halted in their stride by the world No 1 Italian pair of Sara Errani and Roberta Vinci in the women's doubles quarter-finals at the Australian Open in Mlebourne on Tuesday. The sixth seeds lost 2-6, 6-3, 4-6.