It's hoped his arrival might spark more incoming transfer activity, with other targets noting a player of Henchoz's experience has decided to chance his arm with the top-flight newcomers.
The former Liverpool and Blackburn centre-half doesn't view the switch to Latics as a risk and is just happy to be back in the Premiership after an unhappy recent spell in Scotland with Celtic.
He said: "I don't think I have to anything prove, I want to enjoy myself and the Premiership is very exciting.
"I've played in the Premier League for seven-and-a-half years and I really want to play for a few more if I can.
"Wigan have impressed me since I came to train with the squad last week, the team spirit is great and you can feel that everyone is looking forward to this season.
"It will be tough because when clubs get promoted to this league, a lot of people expect them to go straight back down to where they came from.
"I know I won't be involved in as many wins as I was at Liverpool, but the challenge here is to stay up.
"We might not win trophies, but if we do stay up, that will be our trophy."
Henchoz, capped 68 times by Switzerland, will have to play catch-up as far as his fitness is concerned over the coming weeks, meaning he won't start tonight's friendly at Preston.
But once the 30-year-old is up to speed, manager Paul Jewell sees him playing a vital role in the defence.
Jewell said: "I'm delighted to get Stephane and I was quite surprised a player of his quality was available.
"He was in demand, Kaiserslautern wanted to take him, a team in Basle did, while there were a few clubs in the Premiership sniffing around.
"We got him to Denmark last week and must have made a decent impression.
Experience
"He's nowhere near fit enough yet because he's been training on his own this
summer and everyone knows that is no substitute to training with a squad of players.
"But I'm sure in two or three weeks he will be fit and ready to play a big part for us this season.
"He's 30, comes with a wealth of experience, and it's a good coup for us.
"This won't be the last signing, we need two or three players and we're working extremely hard behind the scenes to do that.
"For the centre-back positions we've now got Henchoz, Matt Jackson and Emerson Thome, but I'd like another one in there."
He added: "I also definitely want a striker, maybe a midfielder and maybe a wide player."
Tonight's visit to Preston (kick-off 7.45pm) is Latics' first domestic friendly of the summer after two games in Denmark last week.
New recruits Mike Pollitt, Pascal Chimbonda and Ryan Taylor will feature in the starting line-up at Deepdale this evening.
Lee McCulloch and David Graham will play up front in place of Jason Roberts and Nathan Ellington.
Roberts returned to full training yesterday after recovering from a fractured fibula and a foot injury, and may even be on the bench at Deepdale.
But Ellington faces a little longer out of action following his shoulder operation, with full physical contact in training only allowed from next Tuesday.
Jewell said: "The Preston game is another step in the fitness direction, although it is one we want to win of course.
"We're building towards the first match of the season against Chelsea."
Admission at Deepdale is £12 for adults and £8 concessions.