The Frenchman made a sensational comeback for the Gunners by scoring the winner in the side's 1-0 victory over Leeds United in the FA Cup third round last week.
"Some people might ask why he chose to come back, because he is already a legend here," said Van Persie. "For me, it tells you everything about him; Thierry is coming back because he loves the game.
"If you asked ten legends whether they would come back, I am not sure they would have been brave enough."
The prolific Dutchman is expected to play alongside Henry when Arsenal play Swansea City on Sunday.