Newcastle are reportedly keen to bring Henry back to England in the summer, while he has also been linked with a possible move to Major League Soccer in the United States.
But asked if he would return to play in the Premier League, Henry told the BBC's Football Focus: "I don't know. I'm happy here at Barcelona. I still have three years of my contract left with Barcelona.
"There has been since I arrived here a lot of speculation from day one but, hey, go back where? There's only one team for me in my heart. It took me a while to understand what that club, Arsenal, meant."