Frenchman Henry, who earned legendary status among the Gunners’ faithful during his first spell at the club when he became their top scorer with 226 goals, returned to his beloved Arsenal on a six-week loan last month while the MLS enjoy their off-season.
After his loan spell expired after the recent 4-0 defeat against AC Milan in the Champions League, the 34-year-old was open to an extended stay at Emirates Stadium, after scoring three goals in six appearances.
However, despite wanting his compatriot to stay, team-mate Sagna has admitted that Henry is committed to New York Red Bulls.
"He would like to stay, but he wants to be loyal to New York," Sagna told L'Equipe.
Arsenal captain Van Persie praised Henry for his work ethic throughout his career and admitted that the former Barcelona forward enjoyed his short stint back in North London.
"During his whole career he has had to be focused, score, and repeat it over and over again, without having time to stop and enjoy the moment, because he worked like a machine.
"But he told me, for the very first time, he really had fun,” he said.
By Matt Maltby
