Martinez confirmed this morning he was moving the former striker up from being his second assistant coach to No2 on his backroom team, reports The Sun.
Henry replaces Geordie Graeme Jones as second on the hierarchy following his decision to return to club football as assistant to Darren Moore at West Brom.
Henry turned down the manager's job at Bordeaux at the weekend.
A lack of transfer funds available to transform the squad scuppered the move and persuaded Henry to extend his stay working for Martinez and Belgium.
They travel to Scotland for a friendly next Friday before returning home to face Netherlands.