Former Gunners star Henry has managed Monaco, the Montreal Impact, France's Under-21s, and the French team at the 2024 Paris Olympics where he won a silver medal after they were beaten by Spain in the final.
Earlier this year he spoke to Sky Bet about punditry and what it would take for him to leave such a comfortable role.
"It would have to be something stupid (good) for me to stop what I’m doing right now, and the balance that I have. What do you have as a coach to protect you once you’ve signed?
“You need to protect yourself before and I’m not in a situation where I can pick and choose where I can go, I’m not at that level. I’ve analysed the life that I have now and need to ensure that I don’t make a mistake not only for me, but for my family.”
However, despite Henry having doubts about himself, Saha has spoken to Boyle Sports about how Henry could replace current manager Mikel Arteta who has struggled to lift silverware since taking over the side.
"I would like to see Thierry Henry manage in the Premier League and I think he deserves it. He loves football so much, and lots of other coaches have got opportunities when he hasn't.
"Some guys retire and get big Premier League jobs and I don't always understand it. I think Thierry should get an opportunity and he has experience now.
"He has improved as a manager and did really well with the French under 21s, despite not lifting the trophy in the end. His knowledge is unbelievable and it would be great to see him managing Arsenal one day."
Henry’s win rate at Monaco and Montreal was 20 and 31 per cent and for him to replace Arteta in the future would shock many fans. However, with more experience he could become as good of a manager than he was as a player and lead the Gunners in the near future.