The 41-year-old left his post as the right-hand man to Roberto Martinez in the Red Devils set-up to take the reins at the Ligue 1 club in October.
But following a disappointing three months in charge, the Frenchman was dismissed after mustering only four wins in 20 games, to be replaced by the man he himself succeeded, Leonardo Jardim.
Speaking in the wake of his exit however, Chelsea striker Hazard and Manchester United forward Lukaku, both of whom worked with Henry at last year’s World Cup in Russia, have offered high praise of the former Arsenal star’s coaching skills.
“He did good [work with us] at Belgium,” the 28-year-old stated. “Monaco was not doing well this year, he was in trouble. He tried to get things right.
“He did not succeed [but] he has my full support. I do not worry, I know he'll be a great coach in the future.
“We [would] welcome him. If he wants to come back, we're here.”
Manchester United striker Lukaku also expressed a desire to see Henry return to the Belgium set-up.
“It's a pity he lost his job in Monaco, but now I hope he'll be back in the national team,” the 25-year-old told reporters.
“He'll come back, because we need him.”