Barcelona's new £16.1million signing marked his debut for the Catalans with the winner at Dundee United on Thursday night and is set for his second outing when a 55,000 crowd flock to Murrayfield on Saturday to see the La Liga superstars take on Hearts.
He held court in St Andrews on Friday, giving his thoughts on everything from the Dundee United player who caught his eye to Freddie Ljungberg's move to West Ham, which left him amazed.
But it was the subject of Arsenal which Henry talked about most often, and with the most passion.
Having barely started his career in Spain, Henry found his past catching up with him, particularly when asked why he left the Emirates Stadium.
"How many times can I answer that question?" he said. "I'm not going to be the sort of player who talks after they leave.
"I wish Arsenal good luck and I will miss everything - not only at Arsenal. I will miss - it's a bit weird to say, but I will miss the boos at Tottenham.
"I never lost against them in an Arsenal shirt, that is something amazing to say.
"I'll miss the games against Manchester United, I'll miss the Chelsea games, I'll miss all the stand out games. Playing in England was always amazing because the stadiums are always full, the fans are always singing.
"But going back to the question, I've answered that so many times."
Henry's exasperation was not unexpected, given that he has already noted it was David Dein's departure which was a prime factor behind his move.
The French striker was shocked by Ljungberg's blast at Arsenal, when he accused the club of lacking ambition following his move across London to West Ham.
The Swede was a long time team-mate, but whereas Henry made a dignified exit, Ljungberg revealed his innermost feelings about where the club is going, and he made it clear he felt that direction was backwards.
"Freddie's a grown man. He says whatever he wants to say," said Henry. "Obviously I was here and I saw it on TV.
"It was the strangest thing going to play for West Ham. I wish him all the best.
"Everyone is entitled to their own decision. He did what he did. The boss (Arsene Wenger) knows why I left, that is the most important thing for me."
Henry also believes Arsenal can seriously rival Manchester United, Chelsea and Liverpool for the Premier League title, despite his departure and the gradual break up of the "invincible" team.
"Everybody is always talking about the young team, this sort of thing, but a year ago we reached the Champions League final.
"Last season so many key players were injured. I'm not trying to make any excuses for the club. I'm sure this year, with everybody back, Arsenal can compete for the league.
"Everybody has to get behind the boss, so I can only wish them all the very best."
Henry did not rule out returning for a second spell at Arsenal one day, but the 29-year-old did make it clear his commitment is to Barcelona for the foreseeable future.
He stressed he could never play for another English side, an indication of why, when he left the Gunners, it had to be for a foreign club.
Leaving Arsenal was "definitely emotional", he said.
"I had a special relationship with the fans and a special relationship with everybody at the club - with the boss, everybody knows that.
"Playing at Highbury was always so special, wearing the jersey, the red one, was like something which is difficult to describe.
"I became another player throughout my years there. I can really thank the boss and all the people there. Everybody who is involved with Arsenal, especially the fans, they were always amazing with me.
"I will always have them in my heart and will have the chance to go back and see a game.
"I've kept my box, so now I can finally say I will be an Arsenal fan and hopefully they can win the league."
Whether he would return to England was a question he had apparently not considered.
"I don't know," he said. "If it came at the right time....
"But I've got a contract for four years with my new team Barcelona, and I'm sorry but I can never play for a team (in England) other than Arsenal. For me it's Arsenal...I could never wear a shirt other than Arsenal. It's impossible for me."
Henry also urged British football to get over its inferiority complex in relation to the rest of the world and start recognising the talent being produced on its own doorstep.
Henry believes the players being produced are easily the equal of those being imported into the British leagues, and has pinpointed Joe Cole, Shaun Wright-Phillips and Dundee United captain Barry Robson as cases in point.
Robson was the unlikely name among that trio, but Henry was particularly impressed by the United skipper during last night's match.
When the issues of a shortage of home grown talent was brought up, Henry replied: "I don't think you can say that. It's pretty harsh.
"When you look at Joe Cole and Shaun Wright-Phillips, they are skilful too, and some other players too.
"And yesterday the captain of Dundee United had a good touch. He has good ability on the ball.
"I think it's always that cliche, that when somebody comes in from abroad they're always a better player than the one you have."
The proof for Henry came in Scotland's Euro 2008 qualifier against France last year, when the home side grabbed a shock Hampden victory.
"I think you should praise your guys," said Henry. "We lost in Scotland with France, so at the moment with Scotland, you're fighting with us and Italy and Ukraine to go through for the Euros.
"One thing with the Great Britain teams is the commitment, and you have it. You can't have everything, but I've seen a lot of players in my time who are more than skilful."