16 December 2014:The 1998 World Cup winner, 37, left New York Red Bulls this month but there was speculation he might choose to play on at another club.
“It has been an incredible journey,” he said.
Henry is joining Sky Sports after being a World Cup pundit for the BBC.
The Frenchman, who also played for Juventus, Barcelona and Monaco, scored 175 Premier League goals and is fourth on the list of all-time scorers.
Henry won two Premier League titles and three FA Cups with the Gunners, where he played between 1999 and 2007.
He added the Champions League trophy with Barcelona in 2009 and returned to Arsenal for four matches on loan from the Red Bulls in 2012, coming on as a substitute to score the winner against Leeds in the third round of the FA Cup.
When asked if he had considered another stint at the Emirates, he told Sky Sports: “You kind of never leave Arsenal. How many comebacks do you make? At one point it will turn out to be a bad move. We all love the first Rocky but I’m not too sure about the last one.”
Henry, France’s all-time leading goalscorer, made his Monaco debut in 1994 and he helped the club to the French Ligue 1 title in 1997.
“I would like to thank all the fans, team-mates and individuals involved with AS Monaco, Juventus, Arsenal FC, FC Barcelona, the New York Red Bulls and of course the French national team that have made my time in the game so special,” he said.
“I have had some amazing memories (mostly good!) and a wonderful experience.
“I hope you have enjoyed watching as much as I have enjoyed taking part.
“See you on the other side..”
Source : BBC Sport