Henry VIII was not a Roman Catholic after he broke the English church away from Rome. However, I am quite sure that, even after this, he still saw himself as a Catholic, just not a Roman Catholic. In Henry VIII; The King and His Court by Alison Weir, it states:
"To the end of his life, Henry VIII remained a devout Catholic who deplored Lutheran and other heresies...He was unwavering in his adherence to the doctrine of transubstantiation, believed in purgatory and clerical celibacy, and insisted on maintaining the Latin rituals and ceremonies he had grown up with; he was no iconoclast, and his closets and chapels were full of painted or graven images...But he was not in favour of extreme unction, individual confession, or the traditional mystical concept of ordination to the priesthood. He burned Lutherans for heresy and papists for treason..."