The Russian, 59, says French striker Henry has a "more important role" than just to return as a player when he comes to the club on loan from New York Red Bulls next month.
He told the Daily Mail: "I don't have any powers in terms of decisions at the club but there are a few players with whom I am in contact.
"My favourite is probably Thierry Henry. Thierry should be involved at the club but not as a player. He has another role to play, a more important role.
"Take Patrick Vieira at Manchester City. He is also a symbol of Arsenal but he is helping another club. We have to avoid that with Thierry. The presence of a champion can radically change the soul of a team.
"That is what Thierry showed last year when he came back to Arsenal but I think that comebacks only succeed once. That's why I think the decision to come back belongs only to Thierry."