The 1998 World Cup winner, who played in four successive finals, serves as one of manager Roberto Martinez's assistants in what is his first coaching role since the end of an illustrious playing career in 2014.
"Thierry Henry gives me a lot of advice and lets me grow as a player," striker Michy Batshuayi told a news conference on Friday ahead of Belgium's opening game against Panama in Sochi on Monday.
"Thierry Henry is really important for us. He tells us stories from his playing days and they inspire us. If he says something, it is always turns out to be something helpful. His presence, his World Cup experience, it is all a very positive influence," added defender Toby Alderweireld.
Henry worked with Martinez through the qualifying campaign, combining the coaching with his role as a television pundit.
Now 40, Henry scored vital goals for France as they won the World Cup on home soil 20 years ago, was part of the 2002 squad that went home early and played again in the final in 2006, where Italy edged the French on post-match penalties.
The former Arsenal and Barcelona striker earned World Cup infamy for steering the ball into the goal with his hand to see France through to the 2010 finals in the playoffs against the Republic of Ireland. However, he only made one appearance off the bench at the tournament in South Africa.
(Reporting by Mark Gleeson; Editing by Christian Radnedge)
