Henry is back in England days after dismissing football director Damien Comolli.
"We spoke to the owners, we speak to them frequently enough in the normal course of events," said the Scot.
"They own the club and [if] they want to speak to the people they employ they are entitled to do that.
"It doesn't matter (where they are), if you talk to someone you talk to them.
"We've had plenty of conversations but they will remain private.
"We don't tell everyone what we speak about and I don't think there is any danger of us ever coming out publicly and saying what our conversations have been.
"It our own private business and that is the way it should be.
"I don't know what the big deal is - if you run the football club you talk to the manager, you talk to whoever you want, it is your club.
"I don't even see why it keeps coming up. I don't hear people asking everyone else if they have spoken to their owners this week."