The veteran striker claims he will continue to try his best and wants to win as much as possible...
The 32-year-old was interviewed in a piece on the club's official website titled "Meet Thierry Henry" and spoke about the challenges he expects to face in the United States.
"What type of challenges can I face on the pitch? It's the same type of thing since I started to play football when I was six years old. I'm very like, how can I put it without being too harsh with myself? I'm very critical with myself.
"I expect a lot from myself so I'm sure people also do, but it's the same as usual when you go on the pitch and you're a striker, people always expect you to score or assist a goal or show the way to your team how to score goals so hopefully I can do that, but I'm sure they expect the same from all the players."
Some have questioned the player's move to MLS and his commitment to his new club, but the World Cup and European Cup winner insists he did not come to New York for an early retirement.
"Some people might think I'm going there for vacation," he laughed.
"Well I do actually come here [New York] for vacations, but it won't be this time. Don't get me wrong, I'm a competitor. Trust me, I don't like to lose. I'm not going to say we'll win every single game or we're going to win everything.
"What I'm saying to you is I'm a competitor, so in training or even with friends when I play in the park, I just want to win and try to do everything in my power to win the game. That's all I can say, you cant always win but it doesn't harm you to try to."
Thierry Henry's first interview as a New York Red Bull player.