Henry is set to return to parent club New York Red Bulls after the match at San Siro, but says he is not thinking of scoring a goal against the Italian side, just helping his own team on the night. "I have not thought about it," he told The Independent.
"I just want to help Arsenal on the night. I am an Arsenal player for one more game. Milan is Milan. It is another type of game and it is never easy to win away in the Champions League."
Henry is the only player in the current Arsenal squad who appeared in their famous 5-1 victory over Inter Milan in 2003 and admits that the significance of rejoining the club hasn't quite sunken in yet, "I will look back on it afterwards and see what happened. It has all been kind of unreal."
In the other Round of 16 tie Russian outfit Zenit St Petersburg face Portugal's Benfica.