Henry spent eight seasons with the Gunners, winning two Premier League titles and three FA Cups under Wenger and establishing himself as arguably the finest player in the club's illustrious history.
Since retiring, the Frenchman has turned his hand to punditry and he has not been shy of criticising his former club in his role for Sky Sports.
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In his latest rebuke, Henry blamed Arsenal for overworking Alexis Sanchez, who picked up a hamstring injury in Sunday's 1-1 draw with Norwich City.
Wenger, however, is unconcerned by Henry's comments, hinting that the World Cup winner is speaking for the sake of it.
When asked by French daily Le Parisien if he is annoyed by Henry's punditry, Wenger replied: "Not at all! That is the job of a pundit. He needs to say something. Personally, I do not listen to what he says."
Henry, who also played for Monaco, Juventus, Barcelona and New York Red Bulls, has been tipped as a possible successor to Wenger when the 66-year-old finally retires.
While Wenger did not comment on his possible replacements at the Emirates Stadium, he admitted it would be 'difficult' for him to manage another club.