The Frenchman is on loan with the Gunners until February 16 with the option to extend the deal by ten days, and Arsenal face rivals Spurs on February 26.
"It would be a dream to be part of a team playing against Tottenham. It all depends on what the boss decides on how long I am going to stay," Henry said.
"Don't forget I am very much a New York player and being captain I have some duties to respect.
"I will be definitely be at Arsenal for the home game against Manchester United and I would also love to be involved in the Champions League game against AC Milan. But I don't know if I'll still be here for the Tottenham game because I also have to go back and prepare in New York."
Henry marked his return to North London with the only goal in Arsenal's 1-0 FA Cup win over Leeds on Monday.