The 20-year-old former Santos player will be tied to the Brazilian Serie A club until December 31, Atletico Madrid said in a statement on Monday, reports Xinhua news agency.
"He will continue his development in his home country... We wish him well in this new stage," the statement read.
Henrique made just one first team appearance for Atletico -- in the Copa del Rey -- during almost two full seasons with the Spanish capital side.
Parana Clube, promoted after finishing fourth in Serie B in 2017, last played in Brazil's top division in 2007.
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