Henry announced his retirement on Tuesday after four and a half seasons with New York Red Bulls, and has signed a contract to join Sky Sports as a pundit, although the 37-year-old has long-term plans to become a manager, with one of his former clubs high on his wish list as a future employer.
While working alongside Gary Neville and Jamie Carragher as an on-screen analyst, Henry plans to complete his coaching education and Arsenal looks set to play a key role.
Henry joined Arsenal in 1999 and went on to make 258 Premier League appearances with the club - including a short loan stint from the Red Bulls in the 2011-12 season - scoring 175 goals, and the Frenchman would love to return to the club as manager one day.
"That would be a dream come true but that's not how it works," Henry told The Telegraph.
"You have to prove yourself first, you have to learn first. You need to be able to understand what it is to be a manager.
"Can you teach, can you be patient? All these problems. People think they are all managers in their own way but it's not that easy.
"The plan is to start my badges and I guess Arsenal will help me. To pass your badges, you have to work closely with a club and I would like to think it is going to be Arsenal. You know I'm in London when you see me at Arsenal.
"First and foremost, I don't know how or when, but everybody knows I would love to go back to Arsenal in some capacity. But I need to be equipped to go back. I want to learn the process, so I have to get my badges and what not. We will see what is going to happen.
"It's not a secret, everybody talks about me going back to Arsenal and me the same thing, but it doesn't always work like that. First and foremost, I have to make sure that I have everything on board to be able to go back.
"Hard work is all I know. It comes from my dad and the guys I played with when I arrived in the national team. [Zinedine] Zidane, [Youri] Djorkaeff, [Lilian] Thuram, [Marcel] Desailly, [Emmanuel] Petit, [Fabian] Barthez, that's how they were and that's what they taught me. So I took it on board because you can only be the reflection of your education. That's the way I was educated, so that's what I'm going to try to pass on."
But while coaching is Henry's long-term goal, he is confident he will make a good TV pundit, claiming he already analyses games at home.
"If I watch a game on Sky with my friends, I will pause it 20,000 times and by the time it starts again, the game is already over, we already know the result, but I'm still pausing it to make my friends understand why something happened or why it shouldn't have happened," he said.
"I am bit annoying like this, so it will be good to pause the games as a job."
