"Oh yes," the France captain was quoted in Monday's French sports daily L'Equipe as saying when asked whether retiring from international football had crossed his mind.
"Friday, when it all went too far, I was very worked up."
Henry has been under fire since handling the ball in the build-up to William Gallas's equaliser that gave France a 1-1 draw on Wednesday and a 2-1 aggregate win.
"It's not the first time (that I thought about retiring)," Henry added. "After the 2006 World Cup, I thought about it, but it was too early. After Euro 2008, too, but it wasn't the right moment. There was a generation that needed me.
"Despite everything that has just happened and the fact that I felt let down, I will not let my country down," he added.
Henry, who issued a statement saying a replay would be the fairest solution only after world government body FIFA said the result would stand, said he regretted the way he had celebrated the decisive goal.
"I shouldn't have done that but, frankly, it was uncontrollable, after all we had been through," he said.
The 32-year-old Henry, who has scored a French record 51 goals from 117 internationals, blamed the French Football Federation for their lack of support.
"The day after the match, and the day after that, I felt alone, really alone," he said. "It was only after I issued my statement that the people from the French Federation got in touch."
