With the score deadlocked, Henry came off the bench to score the only goal as Arsenal progressed to the fourth round.
"I don't know. It is kind of weird," admitted the Frenchman, who rejoined the Gunners on a two-month loan deal from New York Red Bulls last week.
"I only came back from holiday from Mexico 15 days ago and I did not think I was going to play for Arsenal again, let alone score a winner.
"The feeling when I scored was amazing, I rejoined the club as a fan. Scoring a goal as a fan is amazing and now I know how it feels," he said.
Henry is Arsenal's all-time leading goalscorer with 227 goals.