The Frenchman has finally completed his much antipated two-month loan move back to the Emirates and could feature in the Gunners' FA Cup third-round clash with Leeds on Monday.
Henry, who is Arsenal's all-time leading goalscorer with 226 goals, admits it feels surreal to be back at the club - barely a month after the unveiling of his statue.
"It's kind of unreal because you are talking about a statue and here I am now a few weeks later playing for Arsenal," Henry told Arsenal Player.
"It wasn't planned. You can ask the boss, he said it himself - he was thinking about it but he didn't talk to me and then it happened pretty fast.
"Arsenal and me has always been a love story, with some bad days. Hopefully people agree with me that there were more good days than bad, but I just love the Club."
The 34-year-old cannot wait to pull on the Arsenal shirt once again as he looks to continue his 'love story' with the club.
"For me being able to come here and train, being in the dressing room and seeing all the training staff, I have no words to describe it. To wear the jersey one more time, I can only be honoured," he said.
"People might think I am just saying that, but when I left this Club I cried and I cried for the statue. I haven't cried a lot in my career, but when I do it seems that something is happening with Arsenal.
"In my time here I always tried to be honest, and I think the fans can see that. When I am happy, I am happy and when I am not they can see it too.
"They say love is blind, but it is difficult for me to say no to Arsenal."