Lacazette completed his much-anticipated switch from Lyon to Emirates Stadium on Wednesday for a fee reported to be in the region of €60million.
The 26-year-old France striker has long followed Arsenal's progress from his homeland due to the exploits of Henry and other Les Bleus stars in London.
"I am, of course. delighted and very proud too because Arsenal is a legendary club," Lacazette, who admires the club's "stability" under Arsene Wenger, told the Gunners' official website.
"Throughout my childhood, thanks to Thierry Henry and other French players, I always dreamed of playing for this club so that dream has been fulfilled.
"[I like] Arsenal's past – I like clubs with a history. Also the fact that the manager has been here for a while shows it is a stable club, which I like.
"In addition, there are quite a few French players here, which makes it easier to settle in.
"In my opinion, Arsenal is also the club that plays the best football in England so I really wanted to play here."
"When I play I like to use my pace to link up with my team-mates. As a forward, I like to score goals of course, but that not all that I'm about," he said when discussing his style of play.
"Every time I take a shot at goal it's because I believe I can score. I don't just shoot for the sake of it.
"I also try to keep as calm as possible. All that is achieved by a lot of hard work in training."
Lacazette added: "I want to give 100 per cent in every match. I want to show I'm worthy of the shirt. I want to do everything I can to make sure we win titles."