Let R be a local domain, v a valuation of its quotient field centred in R at its maximal ideal. We investigate the relationship between R^h, the henselisation of R as local ring, and ṽ, the henselisation of the valuation v, by focussing on the recent result by de Felipe and Teissier referred to in the title. We give a new proof that simplifies the original one by using purely algebraic arguments. This proof is moreover constructive in the sense of Bishop and previous work of the authors, and allows us to obtain as a by-product a (slight) generalisation of the theorem by de Felipe and Teissier.