The striker, now 34 but still going strong, can now be found playing in the MLS with New York Red Bulls—for whom he's scored nine goals in nine appearances so far this season.
Here's what Henry had to say when I caught up with him on the phone.
WILL TIDEY: Hi Thierry, thanks for taking the time to talk today. Let's start with life at New York Red Bulls. Is it everything you expected it to be? What have been the biggest surprises so far?
THIERRY HENRY: When I first arrived I had no expectations. I didn't know what the league was about or anything. I just wanted the guys to accept me. Now it's different. Now I know about the MLS and I'm ready to perform. I know my teammates better and it's going really well.
WT: How does the regime and training schedule at the Red Bulls compare to those you experienced at Arsenal and Barcelona?
TH: It's difficult to compare. I used to play at teams who had three games a week. When you play for Arsenal or Barcelona you just maintain your form. You have lots of games and you don't really have time to train like we do here. Here we play on a Saturday, then the next Saturday. It's different because we can train properly.
WT: How do you like the New York lifestyle?
TH: I live a simple life. I train; I go home; sometimes I go to the cinema. It's New York and it's great, but my life is just like yours. (WT thinks this rather unlikely.)
WT: What do you say to those who continue to undermine the standard of play in the MLS? How does it compare to the Premier League and La Liga?
TH: I don't know why people are trying to compare these leagues. Even during my time in England, people would ask me if the Italian or Spanish leagues are better. I don't see it like this. It goes without saying the MLS is not at the level of the big leagues in Europe, but we have some amazing players here and some who've gone on to prove themselves abroad.
WT: Which players have particularly impressed you in the MLS so far?
TH: Brek Shea is one. Tim Ream is another—he left to go to Bolton and it was a shame to see him relegated. (Dwayne) De Rosario is a clever player on the ball. He can score goals. There are certainly some guys here who can do more than the job. Many more I could mention too.
WT: Your return to Arsenal earlier this year must have been really special for you. Having had a few months to reflect on it, do you think you'll look back on it as one the happiest periods in your career?
TH: The thing that changed this time is I only played five or six times. I didn't do something amazing. But it was the first time I played for Arsenal as a fan.
WT: What does the future hold for Thierry Henry? How many years do you want to play on for? And, when you do retire, what comes next? Can we expect to see you back at Arsenal one day?
TH: I would love to one day go back to Arsenal, but it's not only up to me. It's only a dream to me right now. After I stop playing it would be a wish and a dream to go back to Arsenal in any capacity, but I have two more years here. I'm just trying to finish my career and win a title in the MLS.
Thierry Henry was speaking at the launch of a nationwide U.S. tour to promote PUMA's evoSPEED Collection—a new range of sports shoes designed with the attributes of "light," "fit," and "flex." Henry will be wearing PUMA king boots—in red, white and blue—this summer in the MLS.