But ex-Gunners captain Henry remains confident Wenger will be able to get a new-look side to gel.
"I don't know how Arsene does it when he brings in some players who make people think 'I don't know if they are going to be ok'.
"People wonder if Arsenal are going to do anything.
"But suddenly, like last year, everyone starts raving about how Arsenal are playing and what a great team they are.
"Unfortunately for them they were really close but did not win anything last season.
"Hopefully this time they can bring some silverware back to the Emirates."