Malouda, who played for Chelsea in their 3-2 loss to the MLS All-Stars on Wednesday night, spoke out about Henry and how his good friend is loving life in New York where he is determined to add the MLS title to his already bulging trophy cabinet.
"Even before he came we knew he really liked New York in particular, so it was not a surprise when he moved across the Atlantic to play for the Red Bulls," Malouda told the club's official website.
"Since then he looks happy with his new life and lifestyle in the city. I have seen him a couple of times when he came back and was training with Arsenal, and when we played against Barcelona I went to visit Eric Abidal in hospital and Thierry was there too, so we are still in contact and he is a very, very happy.
"I don't think he went there too soon in his career, he had won everything possible in Europe. With Arsenal he is a legend, with the French team he won the World Cup and Euros and is the top scorer of all time.
"He won the Champions League with Barca, and that's when I think he decided it was time to go. He didn't come to America to retire though, he came to conquer and is still capable of making a difference. He wants to win the MLS title and I think it's a smart choice for him.
"Thierry is a very down to earth character, even with everything he has accomplished in his football career. He really helped me when I started in the national team and is a French legend."