We present a simple and efficient molecular dynamics based method for determining Henry's constant of gases dissolved in liquids. The method is an extension of an algorithm we presented earlier to study osmosis and reverse osmosis in liquid and gaseous solutions/mixtures. It is based on separating a gaseous compartment in the molecular dynamics system from the solvent using a semi-permeable membrane, permeable only to the gas molecules. The system is then allowed to come to equilibrium at the desired density and temperature and, at equilibrium, Henry's constant can be easily determined using simple thermodynamics. Since particle insertions or deletions are net needed in this method, it is free of any Limitations in the high-density regime. We have confirmed the accuracy of the proposed method by comparing it with the existing Monte Carlo results for moderate density and showed that it can be easily used at high densities as well where insertion/deletion schemes may become quite inefficient.