New England Sports Ventures completed their takeover at Anfield last month after the Reds endured their worst ever start to the league.
And the American mogul says he spends time each morning "thinking about what we can do to improve our chances of winning a championship".
The Liverpool Echo quoted Henry as saying: "We are focused on getting the club positioned to win trophies within the Financial Fair Play rules that are being imposed next year.
"That means off the field we are intent on increasing LFC revenues worldwide.
"On the field we have to be smarter.
"Arsenal and Man United have depth that is young and capable. We do not. We have a lot of work to do there."
Henry insists NESV are fully dedicated to Liverpool and has pledged their lasting commitment to the club.
"We are here for the long term," he said. "Everything we do is for the long term.
"Our biggest responsibility is to bring in the right people to the club on and off the field."
The American added: "We are an organisation filled with people who are driven to compete at the highest level.
"There certainly are better investments than sports clubs, but we know that everything we do has meaning to large numbers of people - and what we do has meaning for us."