In this study, coir fibers were successfully modified with henna (derived from the Lawsonia inermis plant) using a high-energy ball-milling process. In the next step, such developed filler was used as a reinforcing filler in the production of rigid polyurethane (PUR) foams. The impact of 1, 2, and 5 wt % of coir-fiber filler on structural and physico-mechanical properties was evaluated. Among all modified series of PUR composites, the greatest improvement in physico-mechanical performances was observed for PUR composites reinforced with 1 wt % of the coir-fiber filler. For example, on the addition of 1 wt % of coir-fiber filler, the compression strength was improved by 23%, while the flexural strength increased by 9%. Similar dependence was observed in the case of dynamic-mechanical properties—on the addition of 1 wt % of the filler, the value of glass transition temperature increased from 149 °C to 178 °C, while the value of storage modulus increased by ~80%. It was found that PUR composites reinforced with coir-fiber filler were characterized by better mechanical performances after the UV-aging.