Henry is an assistant with Belgium and Lokonga has revealed he has learnt a lot from the Gunners hero.
"It's very great, very great," Lokonga told Arsenal Media about working with Henry.
"It was really great [to work with him in the Belgian national team]. A great experience because in the few times I was with him on the pitch I learnt a lot, so it was a really great experience.
"I think it's a good thing for me because Thierry Henry was a legend over here."
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