After a narrow 1-0 result in the first leg of their Champions League quarter-final, Arsenal welcome Sporting Lisbon to the Emirates Stadium for Wednesday's return fixture.
The Gunners are on the cusp of reaching back-to-back Champions League semi-finals for the first time ever, and they just need to avoid defeat to make history under manager Mikel Arteta.
Arsenal welcome the Portuguese giants to the Emirates Stadium on Wednesday evening and Henry, as much as he wants his former side to progress, has suggested Sporting copy sides who have overcome the club in recent months.
"If you’re Sporting, if you see the way Man City played Arsenal and the way Bournemouth played Arsenal at the weekend, the way they put pressure in that 4-2-4 early doors, Arsenal didn’t have an answer on how to step out from that," Henry told CBS Sports.
"I don’t know what Sporting are going to do, but yes, it is very important for Arsenal to win the game. (They must) make sure they can prepare for the game we are all waiting for.
"Because for a very long time, I wasn’t even focusing on Bournemouth, even before Bournemouth winning I wasn’t focusing on that, I wanted that game.
"If I was a player, I want to win, I want to make a statement. I’m not saying it’s going to be easy, but that’s what I’m waiting for."
Ten victories from their 11 matches so far in this competition including five wins at the Emirates Stadium should hand Arsenal confidence heading into the clash where Sporting will have studied their every weakness much like Henry suggested.