Thierry Henry has insisted that he wasn't even thinking about a January return to Arsenal.
The 35-year-old told Al Jazeera: "It was never in the air (that I would return), despite the speculation.
"I never spoke to the boss about it and he never mentioned it to me so it was not an issue."
Henry scored twice in his four appearances for the Gunners last season, including the winner in Arsenal's third round replay against Leeds United.
With the Major League Soccer season ending in mid-November, many players prefer to train at English clubs to maintain fitness, including Robbie Keane and David Beckham.
Some even get loaned to Premier League clubs before the new season starts in March, with USA international Landon Donovan having two loan spells at Everton in recent years.
Henry added: "It was never meant to happen that I went back last year either.
"I was just training and then it happened and it was great to play with great players, work under the manager again."
Despite not wanting to return to the club, the former World Cup winner still holds Arsenal very close to his heart.
The former Barcelona forward said: "I still love the club and I would say that in the eight seasons I played there, we had some great memories. There were some bad ones along the way, but you always try to remember the good ones."
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