Yamal won the Kopa Trophy for the third consecutive time this week, recognising the world's best young player as the Barcelona starlet continues to break records and find immense success.
As the 19-year-old collected the award, Henry said: “That's your third one, right? But is it the one that you really wanted tonight?”
Yamal burst out laughing alongside the crowd, with many online stating that Henry was trying to embarrass the teenager due to his hopes of winning the Ballon d'Or, which was won by Harry Kane.
Henry addressed the backlash in a video posted on social media, brushing off the critics as he showed his love for Yamal.
“My people, this is Thierry once again. I've been seeing a lot of people talking about the Ballon d'Or night, so I want to clarify some stuff, what people got really excited for actually nothing.
"For Lamine Yamal, I wasn't checking his ego at all. I just thought that, as the third time that he's winning that trophy, I just asked him if that's the one that he really wanted.
“I am a big fan of Lamine Yamal. I wasn't checking his ego whatsoever. That you didn't like the joke, I can understand, but please don't do that. He's one of the players that I will pay to watch. I love him.
“So I was just asking if it was the one that he really wants, because I knew that the real prize was coming after. Unfortunately, he didn't win it, because he's a hell of a player that I enjoy to watch."
Henry also added Kane was a "worthy winner" of the Ballon d'Or before telling everyone to "relax" after his support of Mbappe's claim to the prize.
"I'm French and I was always going to back up and support my fellow countryman," he said.