Henry is out of contract at the end of the campaign and speculation is rife that the 37-year-old captain will call time on his professional career.
New York's head of global football, Gerard Houllier, hinted on Thursday that Henry will not return to the Red Bulls next season after four years in the United States.
Henry was noncommittal on the issue when quizzed about Houllier's comments on Friday.
Petke, however, is unaware of Henry's intentions as the Red Bulls prepare to face Houston Dynamo on Saturday.
"I've said it all along, my understanding, and it's a fact that nobody knows what Thierry is going to do," Petke told reporters on Friday.
"Thierry's going to make that decision and announce that or don't announce that whenever he feels comfortable with. I have not got that indication one way or the other.
"Thierry's focusing on every game and he's been a professional about it, he doesn’t want to get wrapped up in that stuff.
"Like I said, he will let the world know if he chooses to when he wants to."
Petke added: "Listen, Gerard is in France or Austria right now so I can't speak for what Gerard said.
"All I can speak for is what I'm saying and that is I have zero idea and I believe that nobody has an idea.
"Like I said, I'm the coach of this team, I have people above me that speak with Austria and speak with the global.
"I don't, so perhaps there could be conversations, but you'd have to ask somebody else.
"To me, it's just about what's on the field and getting ready for the game and focusing on that."
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