A new book by journalist David Marr said during the visit Henson spotted two children he thought would be good models for his work.
Curiously it was the school that approached the parents of the boy at the instance of Henson and obtained their consent for photographing the boy.
The Victorian government has announced an investigation into the incident.
Federal Education Minister Julia Gillard said no one should be on school grounds unless for a legitimate purpose.
Ms Gillard said today "To find out now that someone has been allowed to go into a school to look at children I think would send a shudder through people's spines," Ms Gillard told the Nine Network.
She also criticised Henson's nude photographs, which were removed from an art gallery earlier this year but later returned.
Victorian Premier John Brumby announced an investigation into the fresh controversy, saying what had occurred was "quite inappropriate".
"To have an individual walk through the school grounds is just completely inappropriate," he told reporters in Melbourne.
"We do want to get a full report. I do want to understand what occurred, and I've asked the Minister for Education (Bronwyn Pike) to do that."
Brumby said the government would wait until the investigation was complete to see if any action would be taken against the school's principal.
"It is clear on the face of it an error of judgment has occurred, but we'll get all the information."
Fairfax newspapers reported today that Henson was invited into St Kilda Park Primary by the then principal in winter 2007.
A source close to the Education Department revealed the principal had been reprimanded by officials for allowing Henson into the school.
The principal has since moved to Coburg West Primary school, though that move is not thought to be related to this incident, AAP reports.
Federal Minister for Youth Kate Ellis described the latest incident as "appalling".
"Let's let kids be kids. When was it decided that we wanted to step on in and snatch away that innocence before it happens naturally," Ellis told Sky News.