The 37-year-old Frenchman scored 51 goals in 123 appearances for his country as he helped them win the 1998 World Cup and European Championships in 2000, while picking up trophies with Monaco, Arsenal, Barcelona and New York Red Bulls in a success-laden club career.
"It has been an incredible journey and I would like to thank all the fans, team mates and individuals involved with AS Monaco, Juventus, Arsenal FC, FC Barcelona, the New York Red Bulls and of course the French National Team that have made my time in the game so special," he said in a statement.
"It is now time for a different career path.
"I have had some amazing memories (mostly good!) and a wonderful experience. I hope you have enjoyed watching as much as I have enjoyed taking part."
He left the Red Bulls earlier this month at the end of his four-year contract in Major League Soccer, saying he needed time to contemplate his next move.
On Tuesday Henry said he had taken up a role as a television pundit with Sky Sports in Britain starting next year.
The speedy winger made his name in England where he became one of Europe's most feared strikers after Arsenal coach Arsene Wenger switched him to a central role following his arrival from Juventus.
He scored 228 goals for the Londoners in two spells, winning two English Premier League titles before moving to Spanish giants Barcelona where he won a pair of La Liga crowns and the Champions League in 2009.
(Writing by Patrick Johnston in Singapore; Editing by John O'Brien)
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