Yes, it is. More generally, the following result holds.
Proposition. If $R$ is henselian at the maximal ideal $\mathfrak{m}$, then $R[[x_1, \ldots, x_n]]$ is henselian at the maximal ideal lying over $\mathfrak{m}$.
See N. Sankharan, A Theorem on Henselian Rings, Canad. Math. Bull. 11 275-277 (1968), in particular Corollary 2.
Remark. The Proposition above is no longer valid if one takes the polynomial ring instead of the power series ring. For instance, if $K$ is a field than $K$ is henselian but $K[x]$ is not.