Henry accused some of Sanchez's team-mates of snubbing his celebrations for his goal that put them 2-1 up.
Henry said: “There is a division in the team. He (Sanchez) is asking them to come and celebrate. 'Why are they not coming? Don't you want to celebrate?'
“I don't know what the situation is there but usually when your team scores you don't look at who scores.
“If you start to think, 'Shall I go, shall I not go' there's something we don't know exactly what's happening.
Henry, now a Sky pundit, added: “I noticed it. Sanchez made me notice it. It was like he thought he was alone."