Considered by some as the division's greatest ever player Henry is an icon to Arsenal fans and is now immortalised in statue form outside of their stadium.
They weren't the only ones who adored the Frenchman though, with footage re-emerging of an FA Cup quarter final win in 2004 which he will never forget.
The sextuple-winning former Barcelona forward was in masterful form as the Gunners trounced Portsmouth 5-1 at Fratton Park, scoring a brace that enthralled the crowd.
However, it wasn't just the away section of travelling Arsenal fans brought to their feet, but also the home crowd delighted with what they saw.
Henry traded shirts with Lomana LuaLua at full time, and made sure he put it on before thanking the crowd.
"I wore the Portsmouth shirt for those special fans," he recalled. "They were singing my name, asking me to give them a wave and all that. I've never experienced that in my life.
"This was an away game and I was from the other team. They really are tremendous, they were asking me to sign for Portsmouth.
"Wearing their shirt at their ground was the only thing I could do to give something back to them. I hope that it meant something."
Speaking later on about his favourite stadiums in England, Henry still hadn't forgotten that famous night.
He said: "For me, though, Fratton Park would be right up there as another of my favourite grounds.
"Portsmouth is a remarkable place. I know of no other club where, despite 5-1 down in our FA Cup sixth round match two years ago, the home fans would have been supporting their team so vocally.
"It would happen only in English football."
Matty Taylor, who regrets not getting Henry's shirt on the night, looked back on the match fondly despite it being one of his toughest in a Pompey shirt.
"He fully deserved it [the applause]," Taylor said.
"Football fans have a great affinity to their own club but sometimes you just need to applaud brilliance and that evening they were well within their rights to give that gesture.
"Thierry was unplayable. It was just a shame that I was at left back and he kept drifting over to my side.
"Being physical was the only way I could stop him, and hope the officials would give me a hand! He would always give some back too.
"But it would be incorrect to say he was a 'nasty' player - he had an edge as all the best players do, but he was also exceptionally talented.
"And that night, we just couldn't stop him.
"I have never been that sort of guy to ask opposition players for their shirts after games, unless I know them. But I do look back now, especially in that game.
"Just think of all the names I would have hung up around my house!"