Henry was initially suspended by the club in February after being quoted by the Daily Mail as saying that African players "cause mayhem" when they are not in the team.
West Ham subsequently sacked Henry, describing his comments as "unacceptable" and adding that the club "will not tolerate any kind of discrimination".
Ayew, who moved from the Hammers to Swansea City on deadline day, disagrees with the comments and stresses that he and other African players take pride in their performances.
"I left when that happened, I spoke to a few guys so I didn't really know what was going on," Ayew told Wales Online. "I just know that we African players are proud of ourselves, we know where we have come from and we believe in our football.
"We can see that African players have played at the greatest clubs in the world and done their jobs. As African players, we know we have quality and played at the highest level. We have players who have played at the top level and I just know that we have great players who have played for top teams.
"African players is like any human being in the world, everyone is different. Maybe an African player can be difficult, but maybe a French or English player can be difficult too.
"Maybe an African player can be calm, so it's not possible to say they are the same - everyone has their character, their philosophy, their character, the way they were brought up, to lead their life the way they think is best for him.
"I just feel African players have done a lot to get into professional football and now play for Barcelona, Real Madrid and Chelsea. For me, it's an honour to be an African. I am so proud and so happy and I wouldn't change it for nothing."
The chairperson of Kick It Out, Lord Ouseley, described Henry's comments as "unacceptable" and "unlawful".