In his first appearance since rejoining on loan from New York Red Bulls, Henry came off the bench to score a 78th minute winner as Arsene Wenger's side progressed to the fourth round with a 1-0 victory.
Unsurprisingly, it was the Premier League outfit that enjoyed the majority of the play, but Andrei Arshavin wasted early chances.
The Russian, who is rumoured to be on the verge of an exit from the Emirates, sent two efforts off-target before over-hitting a through pass to Aaron Ramsey as the Welshman was through on goal.
Wenger's defensive injury woes continued during the first half, as makeshift full-back Francis Coquelin was forced off with a hamstring strain.
The Frenchman was replaced by 18-year-old Nico Yennaris, who was making his debut for the North London side.
With Robin Van Persie absent from the lineup, Arsenal lacked a cutting edge up-front, but chances were even more limited at the other end.
Luciano Becchio registered Simon Grayson's side's only real attempt on goal but miscued his strike over the crossbar.
Right on cue, Henry replaced Marouane Chamakh and produced the spark of magic required to separate the sides.
The Gunners' all-time leading scorer latched onto Alex Song's through pass and supplied his trademark finish by bending the ball round Andy Lonergan into the far corner of the Whites net.
Arsenal will now face Aston Villa in the next round.