Benteke has confessed he loves the London giants.
Belgian bruiser Benteke said: "Thierry Henry was my favourite player. Every young player has an idol they look up to.
"When I was 10, I went on holiday to London to visit my mum's sister and I went to Highbury to watch an Arsenal game.
"I loved the Invincibles because they had a lot of great French players like Henry, Robert Pires and Patrick Vieira.
"Arsene Wenger says he might sign Henry again on-loan in January. It would be great to play against him because I've so much respect for him but it's not an obsession.
"Saturday will be the first time I've faced Arsenal but don't be fooled. I'll do everything to beat them and, if we do, it'll be sweet.
"You can like a team but, if you face them, you must beat them."