It is said by many hairdressers that henna damage your hair. But this is not true for natural henna. The color of natural henna is red and hennas that are of other colors other then red are not natural hennas.
Some Blonde, Brown, Auburn, Mahogany, and other shades of what claims to be henna are mixes of amla, indigo, walnut, rhubarb, and Lawsonia, with other plant or synthetic dyes added, and may have metallic salts added. Many of these products have no henna whatsoever and are chemical dyes and they damage your hair.