Henry is the club's greatest ever goalscorer and Aubameyang will be desperate to make himself an instant hero in the North London derby.
Gunners boss Wenger said: “I would say (he is most like) Thierry Henry with his quality of runs. But it's a bit too early to compare him to the best player ever who played here!
“It is an ambitious statement but it is a good one, the best goalscorer ever in Arsenal's history, so it doesn't mean he will score as many goals but why not?
“He has played one game. But it's a good example to follow. His finish for his first goal against Everton was brilliant.
“His finishing is good. You don't score by coincidence for so many years, if you score many goals. Even in five-a-side he's able to score goals, so when they guys can repeat that at the top level.
“It means they have that quality. Running wise, he's a good example to follow. But Thierry came a bit more to the ball as well, participated more in the game.
“He looks to be a happy boy. Has a positive smile and very professional attitude. It's a bit early for me to tell you more about him – it's only one week.
“I met him a few times before by coincidence and he looks highly focused on his job. He looks a guy who needs to be completely focused, involved in his team. He looks to me like that."