I think Henry there are a number of reasons why Henry never seriously thought about putting Catherine to death.

1. There was a fear of war with Spain even trying to divorce Catherine, let alone having her killed. I think that war would have been inevitable, and Henry wasn’t prepared to chance that.
2. She was well loved among the public. There were mumblings of discontent at the unpopular Anne Boleyn’s death, let alone the popular Catherine. There had to be a concern that there would be an uprising by his own people, let alone the Spanish.
3. He had been married to her for 20 years and she had been nothing but loyal. I don’t think even Henry could stomach having her killed. She was also a Princess by birth. Elizabeth I had huge issues signing Mary Queen of Scots death warrant for the same reason.
4. I don’ t think he ever hated Catherine as he came to hate Anne. Catherine never shouted at him in jealous rages. She didn’t mock his virility or laugh at his poetry or clothing.
5. When he was divorcing Catherine he still had a semblance of the chivalric King about him. By 1536 he had already been told by his closest advisers what he could do as apposed to what he should do. In 1524 he wouldn’t even have contemplated killing Catherine. But the Henry of 1536 was a very different Henry to the one in 1536.