The Arsenal icon was open to the idea that the club's crosstown rivals may match the season he played a part in over a decade ago.
It's been over 10 years since Arsenal's record breaking title winning season, where Arsene Wenger inspired his side to go the entire 2003-04 campaign without losing a game.
The statistic of 26 wins, 12 draws and 0 defeats is a famed one at the Emirates, despite it happening a few miles down the road at what used to be Highbury, and it is such an achievement that few ever though it would be possible again.
But this season there has been one side that has already demonstrated many of the qualities of that great Gunners team, with Jose Mourinho's Chelsea side currently the single undefeated team in English football.
“When you win, it does help,” Henry said. “And [Chelsea] are winning. They are winning, so obviously you get more confidence. You get that momentum that you like, and you feel like you can’t lose.”
Chelsea are currently boasting a record of 9 wins and 2 draws from their 11 games, form that would even see them surpass Arsenal's record.
Preston North End completed a 22 game season without any defeats in the 1880s, which also took in an undefeated 5 game stint that saw them win the FA Cup.
Arsenal's record of 49 league games in a row without defeat covered that championship win in 2004, with Henry enjoying his strongest season at the club, scoring 30 goals in 37 matches.