The former Gunners captain, who has signed a short-term loan deal from New York Red Bulls, captured the headlines once again when he 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.
Henry, 34, will spend the next six-and-a-half weeks with Arsenal and is set to be part of the squad again at Swansea on Sunday, when van Persie is due to return to action having been given some extra time off as he sat out the cup tie.
When the Dutchman came to Arsenal in May 2004, he was a raw talent, while Henry was at the peak of his powers.
Van Persie is now himself one of the leading strikers in world football having scored 34 goals in 2011 to better Henry's calendar year tally. The 28-year-old is full of admiration for what his old captain is undertaking.
"Some people might ask why he chose to come back, because he is already a legend here," said van Persie, who took the skipper's armband this season.
"For me, it tells you everything about him; Thierry is coming back because he loves the game.
"If you asked 10 legends whether they would come back, I am not sure they would have been brave enough."
Van Persie added: "Thierry knows things are at stake, he is remembered as a legend, but for him, it is simple - he loves the game and wants to be a part of the club he loves.
"I am sure he will get loads of games because I have seen him in training and I don't want too put too much pressure on, but he is looking really good."
Van Persie last week spent some time on a family break in Dubai, where he met Diego Maradona.
The Dutchman hopes the downtime will see him come back refreshed and ready to spearhead Arsenal's drive towards the top four.
"The good thing is that we have been able to have a little break over the last few days, which is always welcome at this time of year," van Persie said.
"I have been able to recharge the batteries a little bit, get refreshed and ready to go again. I'm looking forward to the year."