The Gunners beat Claudio Ranieri’s side at the Emirates on Sunday afternoon in a thrilling clash between the two title challengers.
The Foxes had led through a Jamie Vardy penalty before goals from Theo Walcott and Danny Welbeck scored a last gasp winner to secure all three points for Arsene Wenger’s team to move them to within two points of the leaders.
It was arguably not the best performance that Arsenal have ever put in though, and Henry says that they did not do enough to beat Leicester in the game, despite ending up as winners.
"The ending was just like a great movie,” he told Sky Sports.
“Arsenal didn't do enough to win the game at the end of the day, I thought.”
"[Arsenal] have difficult away fixtures and they had to win today. I don't think they played really well, I don't think that was a great Arsenal. They didn't looked like champions but they won the important one."
It will now be intriguing to see if the win on Sunday will provide the Gunners with the momentum they need to make the title their own this season.
Recent weeks had seen them fall off with a series of disappointing results, with many predicting their title challenge could collapse in a similar manner to how it has in the past.
The 2-1 win over Leicester could be the turning point for them though, and Arsene Wenger will be keen to see them use it as a springboard to winning the title in the 12 games remaining of this season.