Respite for struggling Monaco with win in French League Cup
Monaco is second from the bottom in the French league and desperately needed a boost after eight defeats and just two wins in 12 games since Henry took over in mid-October.
The former Arsenal star has had to deal with a huge injury crisis, forcing him to pick teenagers with little experience, including the 18-year-old Biancone.
Biancone, who made his debut at Atletico Madrid in the Champions League last month, fired a shot inside the left post in the 70th minute to send Monaco into the quarterfinals.
Patrick Vieira's Nice also lost on penalties at home, 3-1 to the bottom team in the French league, Guingamp.
Paris Saint-Germain, which won the domestic treble last season, scraped through with a late goal in a 2-1 win at second division Orleans on Tuesday.