Thierry Henry
Henry says he couldn't say no to Arsenal. REUTERS

Thierry Henry insists he still wants to return to Arsenal when he leaves New York Red Bulls, even if it is in a coaching capacity.

Henry became a legend at the north London club after becoming Arsenal's leading ever goalscorer before making the decision to leave in 2007 to join Barcelona, before then signing a lucrative deal to join the Major League Soccer outfit.

While Arsenal took the 35 year old back on loan in 2012, and came close to agreeing another temporary deal in 2013, Henry says his heart will always be in north London and he wants to return whenever he can.

"All I know is that I will be involved in the game and hopefully be involved with Arsenal, because that is the heart talking there, that's the team I support," he said, according to the Mirror.

"Forget about me as a player, that's the team I support. If I can go back to the club, I would love to do it, but it's not up to me.

"It's more a desire than something that can be officialised.

"I still have two years playing here [in New York] and then I will see. But I would definitely love to be back with Arsenal."

Since Henry left Arsenal, the side have failed to win a major trophy, with criticism slowly starting to mount around Arsene Wenger.

But the France international insists his former manager is the best in the business, and will lead Arsenal back to their glory days as he rebuilds a side who have lost a host of stars over the years.

"When you don't win, people are always going to question your work, your legacy and what you did before," he explained. "It is sad, but that is the way the game is.

"It is difficult to hear, difficult to see, but for me the boss will always be Arsene - he's always great for me and I know what he has done for the club.

"You are always going to get judged on your last performance or what you are doing at the moment.

"But it is kind of hard to criticise Arsene Wenger, knowing how he has changed the club and how the team is playing right now compared to how the team was playing before.

"But if you don't win, people are always going to create a problem."