Wenger lavished praise on the former French international who marked his last Premier League appearance before returning to the New York Red Bulls in fairytale fashion with a 92nd minute winner that capped a spirited Arsenal comeback.
“He finished the story of the legend today in Premier League and I hope he can do the same in the Champions League on Wednesday,” Wenger told reporters at his post-match press conference.
“He got us the three points in a very difficult game. People say it might haunt me and why didn’t I sign him for longer. He shows you as well that these players never lose it. Exceptional talent survives.
“You have that at the moment with Ryan Giggs and Paul Scholes at Manchester United and Thierry Henry here. It is just a luxury to have a player like him on the bench.
“He has to go back to Red Bulls on Thursday but we will see next season. Maybe he might want to stop at some stage as well.”
Henry struck his 229th goal in Arsenal colours after fellow substitute Aaron Ramsey cancelled out James McClean’s opening goal that sparked a flurry of second-half activity.
McClean struck after Per Mertesacker collapsed with ankle ligament damage which rules him out of the trip to Milan.
“We were unfortunate because Mertesacker told me that he got what felt like a shot in his ankle and he couldn’t move at all anymore,” Wenger added.
“I must say that we are a bit worried about his ankle I must say because he will have to go home on crutches because he had ligament damage. How bad the damage is we will see on Sunday but for sure he will be out on Wednesday.
“Should McClean have stopped? I thought about it during the game but you can not demand that because you do not know if the guy has gone down because of injury or because of a slip.”
Wenger’s side, who face Sunderland in the FA Cup fifth round next Saturday, are now fourth following their first away win since December.
“I felt we were spirited intelligent, patient and resilient,” Wenger added.
“Sunderland were resilient, well organised and they tried to catch us on the break every time. You could see they had a lot of spirit in their side as well.
“It was a very difficult pitch and we had a lot of the ball but we could not create a lot. Our passing was good but it was very difficult to get into their defence.
“On top of that we were 1-0 down so it was a question of producing a spirited performance and that is what we did in the end.”
“Two weeks ago everyone said the top four was out of reach for us. Today we are in it now so we have to be cautious but we are happy be in this position but it is still very open for everyone around there. You have Newcastle and Chelsea and Liverpool. It is down to consistency now.”