Guardiola handed Henry a start for this week's Champions League victory over Stuttgart.
"There are many stories, more from France than here [Spain]. I have no problem with anyone here, not the coach, not with anyone. I want to stress this because sometimes I hear things that are quite painful," the Arsenal legend told Sport.
On being played out of position, Henry insisted: "The coach says what he wants. He played me up front and I tried to help as best I could. And finally he put me out on the left."