Henry is the front runner for the Cherries job, and is ready to leave his post at the Major League Soccer Club.
Jason Tindall was sacked by Bournemouth two weeks ago, with the club currently sixth in the Championship table.
The Cherries board are keen for the club's Russian owner Maxim Demin to approve Henry's appointment, and Wenger believes the job is a great opportunity for his compatriot.
"I knew a little bit about Patrick Vieira, when he was in the frame, but Thierry Henry, being at Monreal, I didn't expect him to leave," Wenger told beIN SPORTS.
"But it's a good club, Bournemouth, and I think a good test as well for somebody.
"They have good players and they work well, so I think it's a great platform for a young manager to show that he can do it in England enough to go to the Premier League."