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He said: "I'm really pleased and really happy. I'm looking forward to coming back to the Premiership after the experience I had in Scotland.
"Of course the club doesn't maybe have the same name as Liverpool or even Blackburn, but it's another challenge for me because last season was difficult as I didn't play that much.
"Hopefully this season we can manage to stay up, that is the challenge we have in front of us.
"I think the team spirit is good - all the lads get on very well together. Maybe because it's a club that's not that big and the players are not too big headed so it's very enjoyable.
"From what I've seen we have a few good players, young players as well, and a few with some experience.
"I think the team needs maybe a few more players if possible, maybe with bit of Premiership experience, which could make the difference as it could be very hard to stay up until the last game of the season."
Whilst boss Paul Jewell said: "He's still fairly young at 30, but the main thing is he has a lot of experience and that can help us.
"I didn't want to bring in players for the wrong reasons. Stephane showed real commitment.
"He jumped on a plane to join us at our training base in Denmark and I was impressed by that."
Henchoz will go straight into the squad for tomorrow's friendly with Preston at Deepdale.