I googled and this is what I found

http://www.newzglobe.com/article/20100511/henna-beauty-or-cancer

Henna is a small plant and the dye extracted from it is traditionally used to decorate skin, nails, hair and fabrics. Many modern henna dyes, however, use synthetic chemicals such as benzene to produce a deeper colour, and it is these chemicals experts are worried about. Benzene is known to be a carcinogenic and can affect the liver, heart and kidneys. It could cause blisters and sores if used in large quantities.