And the Frenchman could be set to join another elite band of athletes soon should things go his way.
Henry and his New York Red Bull side enter the MLS play-offs as top seeds and should they go on to lift the trophy, Henry would have won a title in four different countries.
Having won the league in France, England and Spain, a fourth title would see Henry join an exclusive group.
The former Arsenal man would rank alongside the likes of David Beckham, Zlatan Ibrahimovic and Rivaldo as some of the only footballers to achieve the feat.
Henry recently scored his 400th career goal against Toronto and this latest achievement would be the latest in a long list of honours.
The talismanic striker broke the record for goals scored at Arsenal, winning back-to-back PFA Player of the Year titles during his time in England.
The former France international was also an integral part in Barcelona's famous treble in 2009.
Red Bulls will begin their play-off campaign with a two-legged game against either Houston Dynamo or Montreal Impact.
And should they go on to win the MLS Cup, they'll be thanking World Cup winner Henry who has already bagged 10 goals in the competition.