That's according to former Gunners teammate Lee Dixon, who admits discussing Martial with the now Montreal Impact coach.
Speaking to the Arsenal podcast Handbrake Off, Dixon said: "I talked about that with him [Henry] recently. We did some work together with Amazon Prime when they had the two games around Christmas time. I presumed he knew Martial because they're from the same area in France so I asked him about Martial.
"I said, 'What he's like?' and he looked at me with that look that he does as if to say: 'Have I not already spoken to you about this?'
"And he said, 'He's exactly like I was when I came to Arsenal. He needs to go through the process like I did with you lot and I don't know if the Manchester United dressing room is like that'. He said that was the making of him.
"To liken himself to Martial or another player to him, it really painted a picture of what Martial was like and what his character was like because he's super-talented like Thierry was and I think his development would have been similar.
"I'm not saying he would have been as good as Thierry – but would have been similar if he had been in the old United dressing room with the characters like what we had in our dressing room. He certainly talks about that as a real learning lesson in his curve to get how brilliant he was."