Prince Henry the Navigator never personally discovered anything. As the third son of King John I of Portugal, Henry did not go on voyages himself. His patronage of Portuguese explorers sent many expeditions along the African west coast, leading to the discovery of a sea route between Europe and Asia.
According to About.com, Prince Henry founded the Institute at Sagres. This was a place for sailors to learn navigation, map making and science. The Institute launched the expeditions to the west coast of Africa. This school also developed a kind of ship known as the caravel that was faster and much easier to maneuver than previous models. Two of Christopher Columbus' ships, the Nina and the Pinta, were caravels.