The pair have been training with Arsenal recently and rumours have linked Henry with a second return to the club on loan from New York Red Bulls due to Wenger's lack of strikers.
Neither Arsenal's all-time scorer Henry or Pires will be playing any serious part at the club going forward, though, with Wenger insisting the duo are merely training to keep fit.
Both took part in a session with Arsenal's first team on Monday, ahead of their home UEFA Champions League tie against Marseille on Tuesday, but Wenger says it is nothing more than that.
"They like to come back to Arsenal, to practise," Wenger said on Monday.
"When they can join in, they do. They integrate well with the spirit of the team. Nothing more than that.
"They have no real target to bring something, they just want to enjoy themselves and keep their fitness. Usually they don't practise with the first team because they come in and work on fitness.
"It is a little bit less competitive, (but) when we have some room we invite them to play with us but usually they train separately to us."
Wenger's men have won three of their four Group F Champions League games and are favourites to add to that at the Emirates Stadium on Tuesday.
Marseille have lost all four of their matches and are bottom in the group, but for that reason alone, the Arsenal boss is wary.
"They have nothing to lose and that makes the French teams dangerous. They have quality," he said.
Wenger is pleased with the progress Theo Walcott and Lukas Podolski have made on the comeback trail from injuries.
Walcott missed over two months with an abdominal problem but returned on Saturday, playing 20 minutes as a substitute in Arsenal's 2-0 win over Southampton, while Podolski returned to training from a serious hamstring injury on Monday.
"Lukas is still a few weeks away. But it's great he's training, he's a quality player who can play in different positions," he added.
"I haven't decided on Theo (and if he plays against Marseille) but it's fantastic to have him back."
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