The Gunners legend finished his second stint at the club coming on as a half-time substitute against Milan in a 4-0 Champions League last-16 loss.
However, despite his second spell ending on a sour note, when asked whether he would return to Arsenal in the future, Henry told the Times of India: “Oh, I don’t know. I am 34!
“But you know I love the club so much that if they need me I don’t think I could say no.”
Henry's short-term loan from New York Red Bulls required him to return in time for pre-season training for the upcoming MLS season.
And the Frenchman was respectful of his parent club's wishes, despite his commitment to Arsenal.
“New York Red Bulls have been very good, so I can’t take advantage of them," he continued.
“I’m the club captain there and I can’t just turn up at the last minute.
“We will have new players and we need to work on how we’ll play. It was always going to be that way. But I have loved my time back at Arsenal."
Henry also denied it was an option to make his move back to the Emirates permanent, saying: “It’s not possible. I am a Red Bulls player and I made it very clear to my friends and team-mates there that I would be back.
“When I arrived in America I said I was never going to come back and play in Europe but when it comes to Arsenal, it was different.
“But I told them at the end of the day I am not going for the whole season, I will be back to play with my team because I am 100 per cent committed to winning the MLS with the Red Bulls.
“To me it was a win-win situation. I will be back and ready for the MLS."
The former Barcelona star scored three times in his brief return to London, including two winning goals against Leeds and Sunderland.
However, the heavy defeat to Milan which concluded his time in England leaves the Gunners' season in a precarious position.
“It’s a big disappointment of course,” Henry added.
“I said before the game that Milan are a fantastic side and winning any game away in the Champions League is not easy.
“But it didn’t go the way we wanted. Sometimes it happens that way.
“I wish I could have done more to help the team. But there is still another leg and they just have to keep going."
Arsenal travel to Sunderland this weekend to continue the FA Cup journey that began with an Henry winner over Leeds in early January.
And the 34-year-old accepted the importance of lifting a trophy for the Gunners faithful after a recent barren spell.
He said: “This season the FA Cup is a very important competition for us and I hope the team can go a long way because what is going to help this team is bringing a trophy back home.
“Then you can build on it. We have Sunderland next and it’s a very big game for us.”
With the result in Milan and a 17 point deficit in the Premier League, the FA Cup may represent Arsenal's best chance of silverware.
Henry added: “When I first arrived, we lost the final of the UEFA Cup and didn’t look like winning the league at all.
“The next year was the same in the league and we lost in the FA Cup final. You’ve just got to take it. People might say ‘yeah, but it’s six years now we’ve been taking it on the chin.’ But it is what it is.
“You have to stick with it because the most important thing is this generation can do it.
“Remember when I arrived — Anelka went, Petit went, Overmars went and people were saying ‘it’s not the same Arsenal’.
“And it took us time, but we turned it around but I believe this generation can win something. The fans have to believe and get behind the team.
"Definitely this side can do it. This generation is really committed, and they want it. Everybody wants to win trophies, especially when you are at Arsenal.
“But even the generation I was with first time around didn’t win things from time to time, and that’s so hard.
“You need that first trophy, whatever it is, then I can assure you that this generation will have that little added confidence that you need.
“When you lose like this you just have to learn from it and move on.”
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