The Belgian, seeded three at this week's Acura Classic here, said that Williams knew she was one of the few players on the WTA Tour with enough self-belief to consistently challenge her.
"Serena doesn't feel comfortable that I think I can beat her," said Henin-Hardenne. "It's hard for her that a player like me, not so strong and tall, can beat these types of (powerful) players.
"She knows I believe in my chances and she doesn't like it, that's for sure. My goal is to be number one but the important thing is doing things every day to be number one."
Williams had won four successive Grand Slam events when Henin-Hardenne beat the American in the semi-finals of the French Open in a controversial match last month.
The world number one was in tears after the contest as she accused her opponent of "lying and fabricating".
Williams was angry Henin-Hardenne did not intervene when the umpire mistakenly refused the American the right to replay her first serve at 4-2, 30-0 in the third set of a 6-2 4-6 7-5 defeat.
SPECIAL SITUATION
"You can say a lot of these things but there was an umpire and everybody started to be aggressive about this match with Serena and me against each other," said Henin-Hardenne. "It was a special situation.
"Serena has to accept sometimes she can lose. She wanted to win the French Open so much. Don't tell me one point changed the tournament."
Williams took revenge by trouncing the 21-year-old in straight sets in the Wimbledon semi-finals.
The two players could again meet in the last four of this week's event, which is being played on hard courts.
For the first time in her five-year career, Henin-Hardenne believes she can do well at next month's U.S. Open, the only Grand Slam where she has failed to reach the semi-finals.
"I'm pretty motivated," she said. "I've always lost in the fourth round of the U.S. Open.
"It's just amazing that I haven't even made the quarters. It's one of my goals to win the U.S. Open."
Henin-Hardenne plays Greece's Eleni Daniilidou in the second round at the Acura Classic.
