The Frenchman returns to the club which holds a special place in his heart, with the forward having won many trophies with the Gunners before departing to Barcelona in 2007.
Henry will be in the squad for Monday’s FA Cup third round game against Leeds United, with the 34-year-old describing it as ‘unreal’ to be back at the Emirates and hoping he can make an impact.
He told the club’s official website: “When it comes to Arsenal my heart will always do the talking. Once I knew the plan behind it I was okay with it. I am not coming here to be a hero or prove anything. I am just coming here to help. People have to understand that.
“Marouane and Gervinho are going to the Africa Cup of Nations, so I was asked to fill in the gap. It is a loan deal and I’ll be on the bench most of the time. If I can make the bench that is!
“The boss has a team here already who are doing something good. I am just going to be part of the squad.”
Henry continued: “I want to send a message to the fans of New York Red Bulls as well. I always said I would not play in Europe again.
“But it is hard for me when it comes to Arsenal. I am not coming here for the whole season, I will be back and I want to win the MLS Cup with the Red Bulls. I hope it is a win-win situation where I can help Arsenal and come back fit for the MLS season.”