France pushed Spain all the way in an epic match in Paris on Friday, eventually losing 5-3 and settling for silver having earlier recovered from 3-1 down to force extra time.
Now almost 47, Henry is a France all-time great after a playing career in which he won the World Cup and European Championship while also starring for Arsenal and Barcelona.
But he had struggled to make a name for himself in coaching and agreeing to lead his country into the Olympics at home was a risk.
Henry's hopes of building a squad good enough to win football gold for France for the first time since 1984 were compromised from the beginning.
Clubs are not obliged by FIFA to release players, which meant Henry was unable to call upon Kylian Mbappe, the France senior team captain, despite the superstar striker making clear his desire to feature.
Mbappe's new club Real Madrid said no, while hopes of enrolling the services of others such as Antoine Griezmann were dashed too.
Henry was left to mould a hotchpotch of players into a cohesive team, which he did with considerable success.
France beat Argentina in the quarter-finals and showed character to come back against Egypt in the semis.
Henry labelled his team "the crazy guys" and repeatedly said he was "living a dream" at the Olympics.
"It's been a great run and we leave with a medal, so these will be great memories," he admitted.
New challenge?
It is just under a year since Henry was appointed France Under-21 coach and also given the task of leading his country into the Olympics.
That marked a return to the role of number one for Henry for the first time since his departure from Montreal Impact in early 2021.
Before that there was a disastrous three-month stint at Monaco, the club where he started his playing career.
Henry has also been an assistant coach with Belgium but had developed a better reputation as a pundit during television appearances in Britain, France and across the Atlantic.
His knowledge and his past experience on the pitch mean players are in awe of him.
"The coach was a great player so he has great experience and it is very easy to follow his advice. We know that everything he says is because he has been through it too," said Alexandre Lacazette, the captain of France's Olympic team.
Some of his comments while at Monaco betrayed a frustration with players who were inevitably below the standards he himself reached.
Now, however, Henry appears to understand how to get the best out of a team.
"They are educating me. There is stuff that at times I need to let go," he said of his France squad.
"They know already that I am not the type of guy that will be on their back every single second.
"When we work, we work, but other than that I would like to think I am pretty cool."
Henry's success in the dugout at the Olympics makes him a more enticing proposition to clubs and national teams on the lookout for a coach.
There have been reports that the United States would like him to lead their men's national team into the 2026 World Cup, which they will co-host.
He has also been linked to the Wales job, although he remains under contract with the France Under-21 team until next year.
Not that Henry was in the mood for discussing his future following Friday's Olympic final.
"My future is to go to eat with the guys later on. Tomorrow morning hopefully I will wake up," was his laconic response.
