Speaking after Messi's masterclass against Manchester City in the Champions League on Wednesday night, Henry said it's not a bad thing that the four-time Ballon d'Or winner possesses an ego.
In fact, the retired France international believes Messi would not have become the player he is today without believing - and knowing - he is world class.
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Henry feels sad for Messi
Henry, who played with Messi between 2007 and 2010, also confessed that he feels sorry for his former teammate at times because, despite his remarkable achievements, some people still doubt him.
"I'm sad for him, and upset because people doubt him sometimes," Henry told Sky Sports. "They doubt him. How can you doubt a guy like that?
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"He put himself on a level where it's impossible for me to hear people doubting this man. What he has done we should all enjoy the guy, like we did tonight. It is a pleasure."
Henry: Lionel Messi *does* have an ego
And when Redknapp asked if Messi has an ego, Henry responded: "He has an ego. Of course he has an ego. Do you think you do that without having an ego? It's not a bad thing. Having an ego is not a bad thing. Knowing that you are good. You need that.
"Let's all be honest. You need that. He just plays. If you ask him to play with you now just outside the dressing room, he will just want to have fun, perform and be the best out there."
Messi back to his brilliant best
Messi deservedly took the plaudits for his mesmeric first-half performance against Man City, who had no answer for the diminutive Argentine genius.
Some feared Messi had already peaked following his relatively disappointing campaign last season - he still scored 41 goals in 46 matches for Barcelona - but this term, particularly since finishing as runner-up to Cristiano Ronaldo in the voting for the 2014 Ballon d'Or, the prolific forward has been back to his brilliant best.
Messi has scored 43 goals in 39 appearances for the Catalan giants this season and should end the 2014-15 campaign with at least 50 goals to his name.
Messi could be the best player of all time
The Barcelona No. 10 has now scored 38 goals or more in seven consecutive seasons - a remarkable record which might not be truly appreciated until he hangs up his boots.
Some believe Messi is already the greatest footballer of all time - including former Barcelona and England striker Gary Lineker - while others still place the likes of Diego Maradona and Pele higher.
Sky pundit Jamie Carragher said last night that Messi has established his status as the best club player of all time - and it's hard to disagree.
So, is Lionel Messi the best footballer of all time? If not, who is? Let us know by leaving a comment in the box below!