A 36-year-old man named Delano Wilson was also killed, while a third man, Josimar Gómez, was wounded.
There has not yet been a suggested motive for the killing, but there has been no evidence that a robbery was involved.
Officials said the gunmen carefully planned the murder, hiding in a home opposite to Henriquez before they shot him.
A 70-year-old woman and three teenage girls live at the home and have been instructed by Panamanian authorities not to leave the country while investigations are being conducted.
It had initially been reported that Wilson was a friend of Henriquez, but the man’s family have since confirmed that the pair did not know one another and that Wilson was simply crossing the street to buy some fast-food when he was caught in the cross-fire.
Sporting deaths in 2017
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Henriquez, who represented his country over 100 times, had been playing for Panama in the 2018 World Cup qualifiers and for the local team C.D. Árabe Unido.
Before that, he had played for a number of Colombian teams, including Independiente Medellín, Real Cartagena and América de Cali.
The president of Panama, Juan Carlos Varela, condemned the murder of Henriquez on Twitter and insisted that justice would be done.
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