The 35-year-old Red Bulls striker is entering the 19th year of his career and with two years remaining on his current deal, says he has not considered retiring
The 35-year-old, who is entering his 19th professional season, has spoken about his desire to become a coach, with some speculating that he could replace Arsene Wenger at Arsenal at some stage.
But on the subject of retirement, Henry said: "You're going a bit too far. There's two more years, let's see what happens.
"Right now, it's still two years [left on my contract] so I'm good with that if they are good with that too.
"I'm going to honor my contract and see what happens."
And new sporting director Roxburgh told Goal.com that the subject of extending Henry's deal had not yet arisen, adding: "I spoke with Thierry Henry at some length before I even came here.
"The first thing was about how he wanted the team to be professional, to have a good team and to see us going in the right direction. Those are the expectations at this moment."
Henry made his professional debut in August 1994 as a member of AS Monaco, and has gone on to score 340 goals and make 178 assists in 725 club appearances for sides including Arsenal and Barcelona.