"I know some of the press used to kill me for not showing emotion - well, there you go, I am showing emotion for the club I love," he said at an emotional ceremony to unveil the statue in 2011.
"Whatever I do, I do it with my heart, that is the way I am."
Henry was a pivotal member of Arsenal's "Invincibles", winning the Premier League twice and FA Cup three times.
Henry repeatedly talks of his "love" for Arsenal and its fans. But the team's failure to even get close to winning the Champions League convinced him in 2007 that a move to Barcelona was needed.
He was right - they won the trophy in 2009.
Despite his international fame, Henry has never been understood, nor fully appreciated, in his home country.
Henry, whose parents come from Guadeloupe and Martinique, started his career at Monaco, moved briefly to Juventus and joined Arsenal for £11 million (A$20 million) in August 1999.
The lack of emotion probably did not play in Henry's favour in France. The fans are very demanding.
Henry also had to live in the shadow of Zinedine Zidane, who was twice voted world player of the year - a title his teammate never won.
Henry remains one of the most elegant strikers of his time, who would appear from nowhere with a shot that many top class goalkeepers could not control.
"He is one of the world's best goalscorers. He is so smart in front of goal," commented Germany's World Cup legend Franz Beckenbauer.
"The best thing to do with Thierry Henry is to watch him play, not to talk about him," Arsenal coach Arsene Wenger once said of his former linchpin player.
Henry will now extend his career as a football pundit in England, where he will always be a symbol without equal.
A return to Arsenal in some kind of managerial role is almost certain.
-AAP
