Henry, 38, can now manage below the Premier League or at academy level after completing the course with the FAW earlier this month.
However, according to the Daily Mail, others studying with the FAW believe that the Frenchman was fast-tracked through.
"There was no way humanly possible Thierry had even completed his UEFA B licence and could have finished all his assessments and tasks on the A licence when everyone else participating on the course has not even had the chance," said Will Foley, a former Swansea City, Cardiff City and Newport County player who now works as a coach.
"Where does it end with the Welsh FA? Are they not worried that someone somewhere will start asking to see proof that all these top names are completing what is required by UEFA to fully pass the courses."