The Sun says the Gunners legend is refusing to rule out the possibility of another loan deal at the Emirates after his spell at the club early this year.
Henry, 34, revealed last night: "I would like to go back to England with Arsenal for sure.
"I wasn't planning to go back to play last season. It was only because Gervinho and Chamakh went to the African Nations Cup.
"I was there to train and they asked me if I wanted to play. Who knows what might happen in the future?
"I've not yet spoken to Arsene about it so I don't know what capacity I could go back in.
"Coaching does interest me but I don't know what my talent is going to be after I have finished my career. But I will go back to Arsenal."