The striker said he would be having a fitness test before the game against fourth-placed Liverpool.
Arsene Wenger was hoping to get a better idea from a scan which Henry was having on a groin injury.
The Arsenal manager is not sure whether the injured striker will be fit for next month's FA Cup final against Manchester United.
Arsene Wenger is so obsessed with making Arsenal the dominant force in English football that he has forgotten all about Christmas.
As a result Robert Pires will miss their Champions League match against Bayern Munich at Highbury next week.
Striker Jamie Vardy is likely to turn down a move to Arsenal and stay at Premier League Champions Leicester City, the north London club's manager Arsene Wenger has said.
Arsenal's England defender Sol Campbell has begun talks about extending his contract at Highbury.
Chelsea stay a point clear of Arsene Wenger's unbeaten team with 36 points.
The French striker will be absent from the Arsenal first team lineup for the first time this season on Sunday.
The German goalkeeper remains hopeful of playing at the 2006 World Cup, despite the loss of his place at Arsenal to Manuel Almunia.
The Arsenal manager said the Champions League draw offers Arsenal a chance to exact revenge for one of their worst displays in Europe.
Arsene Wenger withdrew Jack Wilshere from the heat of battle against Borussia Dortmund on Tuesday and said he may have to protect the midfielder from his own desire to play.
Manager Arsene Wenger says Arsenal could offer 35-year-old Dutch forward Dennis Bergkamp a new one-year contract for next season.
UEFA said on Thursday that they will probe the matter and opened disciplinary proceedings against England on the matter.
Arsenal fought back from a goal down against old foes Chelsea to reach the League Cup final as Granit Xhaka poked home to complete a 2-1 second-leg win on Wednesday that set up a Wembley showdown with Manchester City.
The North London club's campaign began with a 2-0 defeat by champions Manchester City before they went down 3-2 at Chelsea last weekend. Fans and critics have questioned Emery's tactics in both matches and called for more solid defending.
Arsenal will have to produce the biggest second leg comeback in a Champions League knockout tie to avoid a seventh successive exit at the last 16 stage when they host Bayern Munich on Tuesday.
The former England goalkeeper ends a 13-year stint with Arsenal.
Results and images from the English Premier League matches played on Saturday.
Robert Pires and Jermaine Pennant fired hat-tricks in a 6-1 win, a dress rehearsal for next week's FA Cup final.
A 2-2 with local rivals Tottenham Hotspur secured them the title with four games to spare.\n\n
Arsenal beat Liverpool 4-2 to take a seven-point lead over Chelsea at the top of the league with seven matches remaining.
Arsenal striker Olivier Giroud has no concerns over his future at the club despite being displaced in the starting line-up by Alexis Sanchez, vowing to fight his way back into manager Arsene Wenger's first-team plans. Chilean forward Sanchez has shone in the central striker's role, scoring eight goals in 15 appearances this season, while Giroud has missed much of the campaign with a toe injury.
"We have 11 games to go and we have tricky away games," the Arsenal manager said.
The Arsenal captain is a doubt for the match against Celta Vigo after injuring his knee on Saturday.
After settling one score with Liverpool, Manchester United will attempt to bury the memory of their most painful defeat of recent seasons.\n\n
Arsenal captain Thierry Henry has ended speculation about his future by pledging to remain with the north London club.
Arsenal manager Arsene Wenger has been feeling the pressure in the race for a Champions League place but a 2-0 win over West Bromwich Albion on Thursday got his team back up to third spot.
The Community Shield showpiece at Wembley will be the 14th time Arsene Wenger and Jose Mourinho have locked horns in opposing dugouts and Wenger is still waiting to get one over the Portuguese.
Petr Cech will return in goal for Arsenal at HullCity on Saturday after missing the 1-1 Champions League draw at Paris St Germain in midweek.
Arsenal have sacked manager Unai Emery following a run of seven games without a victory.