"Yes, he (Henry) wants to do it, he is intelligent and he has the qualities," Wenger, who is on an extended holiday in Corsica, told local newspaper Corse Matin.
"The existential question that we always ask ourselves is whether we are ready to sacrifice our life for the coaching profession."
Wenger ended his 22-year tenure at Arsenal in May. Henry, who played under Wenger at the North London club, became assistant manager of World Cup semi-finalists Belgium in 2016.
(Reporting by Shrivathsa Sridhar in Bengaluru; Editing by Peter Rutherford)
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