It has been suggested that SNe Ia could be produced in the condition of the violent merger scenario of the double-degenerate model, in which a thermonuclear explosion could be produced when the merging of double carbon-oxygen white dwarfs (CO WDs) is still ongoing. It has been recently found that the nucleus of the bipolar planetary nebula Henize 2-428 consists of double CO WDs that have a total mass of ~1.76Msun, a mass ratio of ~1 and an orbital period of ~4.2 hours, which is the first and only discovered progenitor candidate of SNe Ia predicted by the violent merger scenario. In this work, we aim to reproduce the evolutionary history of the central double CO WDs of Henize 2-428. We find that the planetary nebula Henize 2-428 may originate from a primordial binary that have a ~5.4Msun primary and a ~2.7Msun secondary with an initial orbital period of ~15.9 days. The double CO WDs are formed after the primordial binary experiencing two Roche-lobe overflows and two common-envelope ejection processes. According to our calculations, it takes about ~840 Myr for the double CO WDs to merge and form an SN Ia driven by the 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*10-4 yr-1, and that the delay time is in the range of ~90 Myr to the Hubble time.