The Gunners travelled to Portugal for the first leg of their Champions League quarter-final tie against Sporting, winning 1-0 on Tuesday night thanks to a late Kai Havertz goal.
Mikel Arteta’s side will take a valuable first-leg lead back to north London next week as they aim to defend their lead in front of their home fans.
It was a narrow win for the Premier League side who, if they progress to the next round, will face either FC Barcelona or Atletico Madrid in the Semi Final.
Speaking after the game, Henry revealed to CBS Sports that he is happy with the win but will keep his mouth shut until after the second leg.
"It’s better than coming back with a 0-0 obviously!
"There wasn't much in the game or a lot of creativity but they did what they had to do. They won away from home, let’s see what happens at the Emirates.
"I told you, they won away from home, let’s see what they can do at the Emirates," he said. "I will talk at the end."
Arsenal have a nine-point lead at the top of the Premier League and face Bournemouth this weekend before they welcome Sporting to the Emirates next week.
The job is only half done
Arteta was also asked about Arsenal’s chances heading into the second leg and if the job is only half done as he aims to defend their tight lead.
“One hundred percent and the players know that.
“They know how tough it’s going to be now at Emirates Stadium, and we’ll be fully ready for that.
“The supporters were exceptional again, thank you so much for following all the way here, and being with the team. We’re very happy to give them the victory.”