Henman's next tournament is in Rotterdam, starting on 16 February, and Annacone will stay in contact by telephone, only seeing his player face-to-face in the lead up to the Indian Wells Tennis Masters event on 8 March.
Juan Carlos Ferrero, the third seed, defeated Andrei Pavel 6-4, 3-6, 6-3, 6-2 and will now take on Nalbandian. Ferrero had his left thigh heavily strapped after the first set but still managed to prevail.
Mark Philippoussis made today a very unhappy Australia Day for local fans by crashing out 6-2, 6-2, 6-4 to Morocco's Hicham Arazi. Like Henman, Philippoussis has never gone past round four in Melbourne.
Meanwhile, it is a sad indictment of women's tennis that Kim Clijsters, who needs surgery on an injured foot, is still able to cruise towards a probable final appearance in the women's singles.
Clijsters and her dodgy foot easily accounted for Silvia Farina Elia 6-3, 6-3 in today's fourth round and if the second seed is equally diligent in the quarter-final clash with sixth seed Anastasia Myskina then her route to the final will be a formality.
The women's tournament has been ravaged by the withdrawal of former champions Serena Williams, Jennifer Capriati, Monica-Seles and Mary Pierce as well the shock early exit of Venus Williams.
However, this does not disguise the fact that Clijsters can still be supremely competitive while carrying an injury that could force her off court at any moment.
She said: "My injury is something I will have to think about when the tournament is finished. My priorities are different at the moment but when I go home I will have to sit down and think about what happens next."