Henry produced a late winner for the Gunners in their FA Cup clash.
"It's a bit of a fairytale for him, you could probably always see that coming," Clayton, 22, told the Yorkshire Post. "I thought we were very unlucky and played well. I thought we could have had a goal ourselves, but I suppose that was how it was meant to be.
"Obviously it's brilliant to play against players like Henry. When I saw him coming on I got excited, and then I saw Theo Walcott was coming on as well and, we were all knackered, and I thought: 'They're bringing on two of their fastest players'.
"I was a bit worried but I thought we dealt with it - but unfortunately for us, he finished it off with a typical Henry finish."