The Gunners' all-time record goalscorer suggests large transfer fees can lead to heightened expectations among fans but the Frenchman, who left Monaco to join Juventus in 1999, insists expensive imports should be allowed to bed into life in England.
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Henry himself struggled to make an impact in Serie A after leaving his native France and subsequently made the switch to England, where he became one of the most respected strikers in the game.
He continues to take a keen interest in Arsenal's fortunes and noted the level of criticism that Ozil has received for his displays, urging people to take the numerous mitigating circumstances into account.
The 36-year-old told BBC World News: "People always talk about the game; (but) they don't actually remember that the guy coming has to adjust to a new style of living, talking another language, different food, different town, different team.
"What I will say (is) the main thing that has changed is money.
"When the player has a price tag he has to perform straight away."
Despite injuries and a dip in form, Ozil has still made 35 appearances for Arsenal in all competitions, scoring six goals.