Giant striker Hans Vanaken scored twice, the second from the penalty spot, while Brazilian forward Wesley banged in a third as Monaco fell three goals behind in just 24 minutes.
Ruud Vormer condemned Monaco to their heaviest ever home loss in Europe as he netted a fourth with five minutes to go to leave Henry’s team fighting for the consolation of a spot in the Europa League last 32.
It came just hours after club owner Dmitry Rybolovlev was detained for questioning by police in Monaco in relation to a corruption probe stemming from his long-running legal battle with a Swiss art dealer.
Henry remains without a win in five matches since replacing Leonardo Jardim last month in his first managerial role, as Monaco’s winless run in the Champions League extended to 12 outings.
“I am upset with the way we reacted to falling behind. We started well, but once we fell behind we stopped playing and that’s a little bit worrying,” said Henry.
“We need to try and get back on the right track and will now focus on the league. I hope we’ll find the solution to stopping Paris,” he added, ahead of Sunday’s visit of the Ligue 1 leaders.
“Right now I’m telling myself the worst is possible.”
Defender Djibril Sidibe roundly criticised Monaco’s latest dismal performance.
“It was shameful. Even if we showed good intent, it is the end product that counts. We weren’t at the required level this evening, it’s as simple as that,” said Sidibe.
“We need to ask individual questions of ourselves. If you don’t win 50-50s then you cannot win matches.”
Henry was dealt another injury blow ahead of kick-off with Russia international Aleksandr Golovin ruled out with an ankle problem, while the game came too soon for inspirational Portuguese winger Rony Lopes.
Radamel Falcao returned to captain the side after missing the reverse fixture, a 1-1 draw on October 24, and the Colombian went close in the first few minutes as he headed a tough chance wide at the far post.
– Monaco fall apart –
Sofiane Diop should have fired Monaco ahead when he had just Brugge goalkeeper Ethan Horvath to beat, but the US international pulled off a brilliant save to keep out the teenager’s powerful strike from close range.
Brugge were without a win in the Champions League group stage since 2005, but the Belgians grabbed the lead on 12 minutes as Vanaken picked out the roof of the net from a Mats Rits cross.
It got worse for Monaco five minutes later as Antonio Barreca was whistled for a handball while attempting to block a shot from Vanaken, who smacked the resulting penalty beyond Diego Benaglio.
Passive defending allowed Wesley to blast home a third, the Brazilian picking the up ball in the channel down the left and skipping past Kamil Glik before hammering in from the edge of the area.
Horvath produced another sharp save to dig out a deflected effort from Youri Tielemans, but Henry effectively accepted the game was up when he removed Falcao for 17-year-old Gobe Gouano on the hour.
Sidibe sent a flashing drive across the face of the Brugge goal in a rare second-half opening for the hosts, but a dreadful evening was compounded by more appalling defending to allow Vormer a fourth — after Glik had hobbled off with a groin injury.
A flick-on by Rezaei Kaveh skipped past both Tielemans and Almamy Toure to leave Vormer to scamper clear and stroke beyond Benaglio to cap Brugge’s first group stage victory since a 3-2 home defeat of Rapid Vienna in November 2005.
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