Henry struck 228 goals in 377 games to overtake Ian Wright as the club's record goalscorer.
And since retiring from the game last year has taken up a coaching role at Arsenal, where he works with the youth players.
But the Frenchman admits he's still learning the ropes and had never taken planning session into account.
Henry has been touted as a future Arsenal manager but right now he's working on preparing himself for the opportunity should it come.
“I am not so presumptious to be able one day to coach a team nor succeed Arsene Wenger,” he told L'Equipe.
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Thierry Henry
“I just want to learn with the youth players at Arsenal. I just want to be ready if, one day, an opportunity presents itself.
"Now, it is not yet obvious to prepare a session or change it at the last minute. When you are a player, you don't worry about these things. Today, I am discovering this aspect.”
He added: “The other coaches tell me the youngsters give a little bit more when I am there. But I prefer not to think about it and simply do my work to help them.
"It is not always obvious: it is not because you know football that you are able to communicate, to educate, to make people understand things that you understand. That is why this coaching job needs an apprenticeship.”
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