Despite Marquez's tumultuous spell in Major League Soccer, the former Arsenal striker believes the Red Bulls will wish they still had the former Barcelona center back
Marquez, who was dropped by the Red Bulls and later signed with Liga MX side Club Leon, is widely considered as a poor Major League Soccer Designated Player signing.
He was among the top three highest salaries in the league but made only 44 appearances during his three years with the side.
But Henry told reporters: "We’re obviously going to miss him, his vision on the field and the way he calmed people down. You don't replace Rafa Marquez easily."
Marquez became infamous for his antics after the MLS season, with the former Barcelona center back throwing the ball at the back of Landon Donovan after a close defeat at home to the Los Angeles Galaxy, prompting the American to call both Marquez and the Red Bulls "dirty".
He also received a red card in the final minutes of New York's home loss to DC United last season.
And despite being considered unpopular during his stint in New York - where he even called out young defensive partner Tim Ream for not being on his level - Henry believes that Marquez was a good player for the side.
"He was an easy team-mate for me," Henry said. "If you've looked back to anything I've said about him, I've always spoken well of him. He is one of the best defenders in the game over the past 15 years. So for me, I didn't see what the problem was.
"People maybe thought that he wasn't trying to push it but he was really injured.
"Sometimes he tried to push it and he got even more injured. He got into a [constant] thing of trying to get back and not being ready. But he was a good great professional and a great player."