The Gunners will be hosted by the American side in the summer, and the former Gunners striker has talked up the significance that he will place on the occasion.
"It goes without saying that hosting Arsenal at Red Bull Arena will be a special moment for me both on a professional and personal level," Henry told reporters.
"As I have said before, the club is in my heart and this will be another terrific chapter in my relationship with Arsenal Football Club.
"Along with my teammates, I am excited to host Arsenal in New York – one of the greatest cities in the world – and hope that Red Bulls and Arsenal fans will be able to enjoy the match."
Henry is the Gunners' top scorer of all time with 228 strikes.