Arsenal's Wenger: Henry gamble still to be decided
"It was a big gamble, and it is one I have not won yet because we have only played five games and it is nothing," said Wenger, who reluctantly let his star man join Barcelona during the summer.
"I am not surprised that we have started well - but they have confirmed my hopes.
"They have strengthened my belief that this team can do well, but you have to show it on the pitch."
Gunners defender Kolo Toure added: "Thierry Henry has been a great player for us, but you cannot demand another player to do the same as him.
"You can see that everyone is taking their own responsibility.
"At the moment, we can see that we can score goals from everywhere, and for a team to stop us scoring is really difficult now because Cesc (Fabregas) can score, (Alexander) Hleb, (Robin) van Persie, (Tomas) Rosicky, Adebayor - the dangers can come from everywhere. That is the difference for this season."