The 35-year-old scored 228 goals in 337 appearances for the Gunners and now plies his trade with New York Red Bulls in the United States, the Daily Mail reports.
Henry returned to the Emirates Stadium on a short-term loan this time last year and had been lined-up for a similar move this January.
However, after much talk, Wenger revealed Henry would not be returning to the north Londoners.
Wenger said since Henry has just returned from a holiday, he not in shape to play for Arsenal.
When asked for clarification, Wenger said Henry wouldn't be returning to Arsenal for another spell. (ANI )