The French striker was credited with writing his own unwritable scripts after a goal on his second Gunners debut against Leeds, while some claimed that - like a fine wine - he had matured with age.
Henry has, of course, proved that he still knows where the goal is during his loan spell with Arsenal and is a prime example of the old adage that form is temporary and class is permanent.
But he saved the best until last - scoring a dramatic stoppage time winner against Sunderland in his final league appearance before going back to New York. And this really was a fitting farewell.
The 34-year-old should feature one more time for Arsenal - against AC Milan during the Champions League - but his winner against Sunderland is likely to be the defining moment of his second stint with the north London club.
There were some people - myself included - who scoffed at suggestions that Henry would rejoin Arsenal last month, but his temporary signing was a masterstroke by Arsene Wenger. The Gunners boss was certainly due one.
Although he was a relatively low risk acquisition, Henry could have tainted his legacy at the Emirates Stadium, but will leave the club admired more so than ever.
However, he could risk damaging his reputation somewhat should he return to the club for a third time - something that he says is not out of the question.
“Always I say, it’s kind of difficult for me to say no. If they need some help one day, I’ll be around," he told reporters following the 2-1 victory at the Stadium of Light.
“It was so emotional. I knew when the final whistle blew that this was my last game in the Premier League, but I guess you can never say never.
“I never thought I was going to come back and play for Arsenal. Who knows if I can say that this was definitely the end, it could be different. Who knows? When it comes to Arsenal I am always emotional.”
Although there will undoubtedly be a clamour by some Arsenal fans for another Henry homecoming, it is important for himself and Wenger to resist the temptation once again.
His second spell at the club was proof that Arsenal have failed to move on since his departure in 2007, even though the two-month experiment worked almost perfectly.
It has, however, papered over the cracks at the Emirates Stadium and, after riding the crest of the Henry wave, questions will begin to be raised once again regarding Wenger's transfer policy.
The acquisition of a big-money striker in the summer may not allay fears that Arsenal are a club on the decline, but will prove that Wenger continues to look to the future rather than focus on the club's past glories.
Henry's return was fun while it lasted, but can't be allowed to happen again. Thanks for the memories, Thierry - but this must be adieu.
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