Henry was appointed to replace Leonardo Jardim in October with Monaco struggling over the first few months of the season.
However, the Arsenal and France legend failed to see much of an upturn in results during his spell, as the team continued to flounder in Ligue 1 and crashed out of the Champions League in the group stage, finishing bottom of Group A with one point.
After results did not improve after the start of the new year, Henry’s brief tenure came to an end in January with Jardim returning to the post.
And Henrichs admits he felt for his former boss but is confident that he has everything he needs to bounce back in the future.
"I suffered with him," Henrichs told Goal and SPOX. "When a coach is sacked, it usually means that you've done something wrong as a team. For him personally, it is extremely sad.
"Although he did not succeed in Monaco, I'm convinced that he has the potential to become a great coach."
Initially, Henry’s appointment was exciting for Henrichs, who had idolised the former Arsenal striker during his playing days.
"I was thrilled to get a legend like Henry as a coach," Henrichs said. "I really enjoyed training and playing under him. You can learn a lot from such a football personality.
"After the first training session for a moment I thought, 'I'm dreaming'. Suddenly Thierry Henry was my coach.
"When he played at Arsenal or Barcelona, he was one of my biggest heroes and I cheered him in front of the TV.
"That he now gave me advice seemed almost surreal. For me personally, it was an outstanding time."
Henrichs saw a bit of Henry’s former manager at Barcelona, Pep Guardiola, in his managerial style but believes that part of his struggles at Monaco were because he walked into a club that was already in a difficult moment.
"He is a perfectionist and has put a lot of emphasis on doing every single exercise cleanly," Henrichs said. "He was a little fanatic and I think he has learned a lot from Pep Guardiola from his time at Barcelona.
"He took over the team in a very difficult phase because nobody knew exactly how to deal with the relegation battle.
"In addition, some regular players were injured and young players with less experience had to fill these gaps. It [the situatuon] was very unfortunate for him."
Despite the disappointing ending, Henrichs will always have one memory of Henry that will last a lifetime – when the coach worked with him personally to master one of the tricks he showed off during Nike’s Joga Bonito (The Beautiful Game) ad campaign.
"Henry was one of the stars of the campaign and in one of the spots he showed one of his most famous skills," Henrichs said. "He stood sideways beside the goal and hit the shot against his own heel so that the ball still went into the net.
"Even as a kid, I tried this skill often but never did it.
"After a training session I asked him about it and he practised with me for 25 minutes until I actually got it. After that, I went straight into the dressing room because I'm not sure I'll ever do it again."