In Barca's 2-0 victory over Rangers on Wednesday night, Messi passed to Ronaldinho 25 times, while the Argentine only managed to find Henry twice.
"In all games I look for Ronaldinho a lot," Messi told AS. "I play well with him and we often show this on the pitch.
"When he plays at my side I feel more comfortable, but I assure you that when I have the ball I do not look at the faces of my teammates.
"I have been playing with Ronaldinho for a long time and we understand eachother well. But that doesn't mean I cannot play with Henry."
On Henry, Messi added: "He has scored goals in the last few games and that has lifted his confidence."