Henry is back with the Belgium squad ahead of their international friendly with Scotland tomorrow and a UEFA Nations League clash against Iceland next week.
The Frenchman was expected to make his first steps into management during the summer having been linked with moves to Ligue 1 side Bordeaux and Championship club Aston Villa.
Talks with Bordeaux are believed to have broken down last week while Steve Bruce remains in charge at Villa Park.
Former boss Arsenal Arsene Wenger confirmed that Henry had wanted the vacant role at Bordeaux.
“Yes, he wants to do it,” he told Corse Matin.
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“He is intelligent and he has the qualities. The existential question that we always ask ourselves is whether we are ready to sacrifice our life for the coaching profession.”
However, Henry looked to be in good spirits as he coached the Belgian Red Devils for the first time since their third-place finish at the World Cup in Russia.
And the Gunners legend couldn’t resist showing off his tekkers on the training field.
Henry was filmed standing over a ball before pinging it against the inside of his foot.
He then proceeded to kick it back hard against the ground before it rebounded high into the air before he delightfully controlled it with a slick header.
And fans absolutely loved the skill on Twitter.
“Best soccer player of all time,” one fan wrote.
Another said: “Youuu sir, is the GOAT of soccer to me!’
“Still got it,” a third fan said.