It has been suggested that Type Ia supernovae (SNe Ia) could be produced in the conditions of the violent merger scenario of the double-degenerate model, in which a thermonuclear explosion could be produced when a double carbon-oxygen white dwarf (CO WD) merges. It has been recently found that the nucleus of the bipolar planetary nebula Henize 2-428 consists of a double CO WD system that has a total mass of similar to 1.76 M-circle dot, a mass ratio of similar to 1 and an orbital period of similar to 4.2 h, which is the first and only discovered progenitor candidate for an SN Ia predicted by the violent merger scenario. In this work, we aim to reproduce the evolutionary history of the central double CO WD of Henize 2-428. We find that the planetary nebula Henize 2-428 may originate from a primordial binary that has a similar to 5.4 M-circle dot primary and a similar to 2.7 M-circle dot secondary with an initial orbital period of similar to 15.9 d. The double CO WD was formed after the primordial binary experienced two Roche-lobe overflows and two common-envelope ejection processes. According to our calculations, it takes about similar to 840Myr for the double CO WD to merge and form an SN Ia driven by gravitational wave radiation after their birth. To produce the current status of Henize 2-428, a large common-envelope parameter is needed. We also estimate that the rate of SNe Ia from the violent merger scenario is at most 2.9 x 10(-4) yr(-1), and that the delay time is in the range of similar to 90 Myr to the Hubble time.