Henry turned down the manager's job at Bordeaux last weekend ahead of being named new assistant coach to Belgium boss Roberto Martinez.
Martin considered: "We did everything we could, there are no regrets. We wish him the best with Belgium. We had a very good contact with him. He is someone who will succeed as a coach. In any case, I wish him well, and I am convinced. We must quickly move on.
"Of course it's a disappointment, it's clear, we're not going to lie to each other. Was it a cut across the throat? Not because we did everything we could. We went to the end of discussions, exchanges. I think his decision was made on sporting criteria. It's also linked to the uncertainty of the club. It is true that it is not easy to start a career when you do not know too much, that there is instability.
"It has the requirement of a player who has been among the best in the world and who has the ambition to make a great coaching career. He wanted to be sure where he was going. He considered our proposal with interest."