The Gunners brought their record goalscorer back to the Emirates in January to provide cover during the Africa Cup of Nations.
Henry, 34, has scored two goals in his five appearances and is due to return to the MLS on February 17.
Reports have claimed Manchester City are lining up a sensational move for Lionel Messi that would see the Barcelona superstar earn £800,000 per week.
The Premier League's four representatives all face crucial matches in the final round of Champions League group games next month.
Arsenal were dealt a severe blow on Monday when it was revealed Francis Coquelin the injury the Frenchman picked up
For years, and years, and years, Tottenham Hotspur Football Club have fought tooth and nail to become a Champions League
Manchester United host PSV in the Champions League on Wednesday.
Juventus midfielder Claudio Marchisio is wary of a potential Manchester City backlash in Turin this week.