The French legend took charge at his former club in October 2018 following Leonardo Jardim's dismissal, stepping into a Monaco team in a relegation fight.
That fight got no better under Henry, who was sacked just three months later and replaced by Jardim after four wins and five draws from 20 matches in charge.
But Henry says that, despite that setback, he still sees himself as someone that can coach at a top-level club if just given the chance."
"I don’t think about the negative, I think about the positive. That’s why I went to Monaco and that’s why I still want to be a coach. You think about having a positive impact," he told the Telegraph.
“Call me crazy if you want, but I love football and I believe I can be a successful coach. I’m not thinking about the pain, I’m not thinking about failure. I don’t like easy. I like to lead and it’s on me to make it happen. The same when I joined Arsenal as a player, the same when I went to Belgium with Roberto. It’s an evolution.
“Communication and honesty from the start is key. What’s the job? Is the job to stay up, is the job to win the League or be in the Champions League?
"But how and what is success? Is success improving players? Ultimately, results are the most important thing, but I want to improve players as well.”
Henry acknowledges that his time at Monaco is poor, but the legendary striker also says he stepped into a task that was quite difficult.
The Frenchman was handed a squad that ended up finishing 17th at the end of the season under Jardim.
Henry also says he expected to be given more time to fix the team and mould it to his vision, but he was never given that time as Monaco moved on in an attempt to secure their survival from relegation.
“There is something I always say,” Henry said. “You win or you learn, and, as you can imagine, I learned a lot. I still have Monaco in my heart, it’s the club that gave me my first opportunity as a player and gave me my first opportunity as a coach, so I will always be thankful to the people who gave me that, people who are there, some are gone.
“My heart talked at the time. I wanted to go back to where I started everything. I have zero regrets about what happened. It was a very difficult task and I felt that if I’d had more time I could have done more. But if you don’t get results, no matter what the circumstances, you have to go.
"All I would say is that if you don’t pass that line and sit on the bench, then you don’t know everything. I’ve heard a lot of people give their opinion on what happened at Monaco and, boy, they were wrong, but I will never go into details.
“If I knew I only had three months, then maybe I would have acted a different way, but I was trying to plan something for the future and doing that in such a little amount of time is very difficult.
“I’m proud of what we did achieve with such a young team. We had to win in Caen and Amiens, and those six points were very important. I had no doubt that team was going to stay up because there was enough quality.
“I came out of it fully reassured that’s what I want to do, zero doubt about it. I saw some of my ex-coaches after I left and they said ‘now you can say you are a coach because you’ve been sacked. Now you are a coach Thierry’. I am not complaining and I can only say thank you to everybody, but to build a legacy and build something for the future, it takes time.”