"It has been pressing since the end of last season," said the Scot. "We like to operate with four strikers and we have not been able to do that."
There is bound to be fresh speculation over a move for Tottenham's Dimitar Berbatov, while Karim Benzema, David Villa and Klaas-Jan Huntelaar have also been linked with Old Trafford over the last few months.
Henry's name has just been added to that list despite the 31-year-old's obvious link with Arsenal.
Tellingly, it was an issue Ferguson chose to skirt round rather than reject.
"There is a name every day," he said. "I can't answer the question because I don't have the right answer.
"It is possible I will sign someone this week. We are trying and we are looking at one or two options. Hopefully we will get something done."