Archive: Henry answers Arsenal prayers
The Gunners got off to the perfect start through an early goal from captain Robin van Persie, but Scott Sinclair levelled from the penalty spot for the Welsh side.
Nathan Dyer then fired Swansea ahead before Theo Walcott equalised, but Arsenal were undone a minute later in the game when Danny Graham ran in to slot his ninth goal of the season to move the Swans up to 10th in the Premier League table.
After the game, Henry persuaded team-mates to acknowledge the thousands of travelling Gunners but the move backfired when a section of the support slammed the team for their sixth away defeat of the season.
The Frenchman, who had just rejoined the club on-loan from New York Red Bulls last week, took exception to something that was said and was seen having an angry exchange with at least one fan, before leaving the pitch.
A club spokesperson confirmed to the Daily Mail that Henry had said: "No matter what, you should support the team."
It is understood by another UK newspaper, the Sun, that the fan had shouted at Henry and his team-mates: "Where is the heart and the character and the fight?"
Meanwhile, Arsenal boss Arsene Wenger has admitted his side had defended poorly against an excellent Swansea, although he was quick to blame referee Michael Oliver for awarding the hosts their penalty.