The former France captain thinks that N'Golo Kante has been better though.
Men's Singles Final - Thierry Henry watches Switzerland's Roger Federer play against Serbia's Novak Djokovic
The West Ham United star has been the key man for the hosts so far with a series of impressive performances for Didier Deschamps’ team.
France's Dimitri Payet celebrates at the end of the match
He scored a superb late winner in the opening game and added to that with another late goal in the win over Albania.
Aside from the goals, his general performances have been of the highest order as he has quickly established himself as one of the stars of the tournament.
Henry though, says he is not surprised by his performances, and instead believes that Leicester City’s N’Golo Kante has been the better player.
“Payet has not surprised me. What I like about him is that he plays like it is his last ever game,” he told BBC Sport.
“Obviously he is getting all the press and he deserves it but for me the most consistent French player so far is N'Golo Kante.”
Albania's Odise Roshi in action with France's N'Golo Kante
It now remains to be seen if the likes of Payet and Kante can continue to shine in the knockout stages of Euro 2016.
The French have failed to show their best form at the tournament so far but still managed to finish top of their group regardless.
The pressure is very much on them to be successful on home soil, and if they are to do so they will need Payet and Kante to continue performing to the high level they have set.
France's Dimitri Payet before the match