Henry came off the bench to extend his club goalscoring record as Leeds were beaten 1-0 in Monday night's FA Cup third-round tie at Emirates Stadium.
The 34-year-old will spend the next six and a half weeks with the Gunners after agreeing a short-term loan deal from New York Red Bulls, which does have the option for an extension to take in the clash with arch-rivals Tottenham at Emirates Stadium on February 26.
During that period, Henry - who left for Barcelona in 2007 - is likely to be used as an impact player, with captain Robin van Persie set to be recalled for Sunday's Premier League trip to Swansea having been allowed some time off for a family break in Dubai.
The France World Cup winner accepts Monday night's fairytale cameo has already set his own barometer to new levels.
"I know I scored, but that is not going to happen every time I play. I don't know if my runs were intelligent or not but that's the way I play," Henry told Arsenal Player.
"I am going to try to bring what I can. Maybe another time it won't be enough, but I will always try my best."
Henry's goal, which finally broke the resistance of the npower Championship side to set up a date with Aston Villa in round four, saw the Emirates Stadium erupt, and the whole of the team celebrated with the veteran striker, who instinctively sprinted to the dugout and into a bear hug with manager Arsene Wenger.
The Frenchman had already declared he had not come back to be a hero, and maintains from here on in, it is all about the squad.
"I love the club - I say it so many times. We are not going to redo the story - I just love the club and that's how it is," he said.
"If the boss needs me for 30 seconds, a minute, if he doesn't need me, I am going to try to be around the guys and help in the dressing room."
Henry, who was back in training at London Colney despite it being a rest day, added: "I always want more so I don't know if it is going to be a goal, a pass or a tackle.
"I am here to be another player, to help the squad and that is it."
Wenger believes Henry's presence can only help inspire the rest of the squad.
The Arsenal manager said: "What is good for the young players at the club is that a guy like Thierry, who has done it all, comes and prepares 100%, warms up, is focused and motivated, and comes on with an immense desire to do well."
Henry was not the only Arsenal legend at the club's Hertfordshire training complex on Tuesday, with former winger Robert Pires working on his fitness.
The 38-year-old Frenchman, who had a spell at Aston Villa last season, said on Twitter: "I am training just to maintain my fitness level! But thanks I appreciate you all want me back at Arsenal!"