Henry hopes to extend his Arsenal goalscoring record after coming off the bench to fire the Gunners into the fourth round of the FA Cup with a 1-0 win over Simon Grayson's Leeds.
The 34-year-old has rejoined the club he left for Barcelona in 2007 on a short-term loan deal from New York Red Bulls - and did not disappoint on his second debut when he slotted home 12 minutes from time as the resistance of the Championship club was finally broken.
Henry will be available for a six-week spell which will take in matches against Manchester United and, in the Champions League, AC Milan, possibly even the showdown with arch-rivals Tottenham on February 26.
Given his 20-minute cameo masterclass, that could just be the spark Arsenal need to push on towards a successful end to a season which started so badly.
"I never thought I was going to play for Arsenal again or score a winner," Henry said. "I love the club and I hope I can do more.
"I hope it won't be the last one. The feeling I had when I scored was amazing."
Henry added: "I rejoined the club as a fan; before I wasn't. Scoring a goal when you support the team, now I know how some of the guys who played for Liverpool or Man United or Chelsea felt when they scored a goal for the club they support.
"When it comes to Arsenal something happens with me, sometimes in a bad way, but most of the time in history in a good way."
Only last month, Henry attended the unveiling of a bronze statue of himself outside Emirates Stadium as part of the club's 125th anniversary celebrations.
Henry ran over to hug Wenger after his goal, which the Gunners boss admitted capped a fairytale evening.
"It was a little bit of a dream, because it was a story about football you would tell some young children," he said. "Unfortunately it is not often like that in our game, but sometimes it happens.
"He had that special finishing that he has shown. That was the Thierry Henry finishing."
Wenger had rested captain Robin van Persie for the tie, allowing the Dutchman some time away on a family break to Dubai.
The Gunners boss could throw both the dynamic front men together when the Premier League campaign resumes at Swansea on Sunday.
"Thierry can play behind or in front of Robin or on the flank, Robin can play on the flank too, but I don't know yet what I will do. They can play together, of course, and they did play together," said Wenger, who expects Francis Coquelin to be out for a few weeks after limping off with a hamstring problem.
Leeds manager Simon Grayson felt his battling side could take a lot of credit from their performance.
"We defended well with good shape and desire, we had a fantastic attitude," he said.
"It was probably written in the stars what was going to happen with Henry.
"Thierry has shown that class so many times, and you know he can do something out of nothing."
Grayson, whose team are just outside the Championship play-offs, added: "The players can be proud of what they have done and we can leave with our heads held high."