Wenger revealed late last year that the club’s all-time top scorer could take up a backroom role after bringing the curtain down on his stellar playing career.
The 37-year-old began work at the club recently with a view to earning his coaching badges, and Wenger is confident the World Cup-winning former striker’s experience will benefit Arsenal’s youngsters.
“Thierry Henry is making his first steps as a coach,” Wenger confirmed to reporters.
“It’s good for our youngsters to be coached by him. He’s been here once or twice. All our former players are welcome to come back here and get their coaching badges. We’re happy to have him.”
Wenger was speaking ahead of Saturday’s trip to Crystal Palace, where he hopes to be able to call upon Jack Wilshere for the first time since November but Aaron Ramsey remains sidelined.
“He [Wilshere] is a bit ahead of schedule because he has worked hard,” he said. “I cannot tell you whether Jack will start. I’ve not picked the team definitely. It’s difficult to come back immediately.”
He added: “[Hector] Bellerin will have a test today … [Alex Oxlade-]Chamberlain is back in full training but is a bit short to be considered. Ramsey I think is 10 days away.”