The first leg of the round-of-16 Champions League tie at the San Siro pits the Gunners – who sit fourth in the English Premier League – against the Serie A table-toppers.
Henry’s impact at Arsenal has been profound, with the New York Red Bulls loanee having scored three goals in six substitute appearances for the club.
But the Arsenal legend, who has scored 229 goals for the club, insists the focus is not about him and all about the team as he makes his final appearance before heading back to the United States.
“I have not thought about it,” Henry said.
“I just want to help Arsenal on the night. I am an Arsenal player for one more game. Milan is Milan. It is another type of game and it is never easy to win away in the Champions League.”
Henry’s injury-time winner at Sunderland on Saturday handed Arsenal a hugely important three points, but midfielder Aaron Ramsey’s goal with 15 minutes to play was also vital.
And the Welsh midfielder said his side are determined to be aggressive in Milan.
“If we can go (to Milan) and get a few goals and then come back to the Emirates then that’s going to be a fantastic result for us,” Ramsey said.
“Hopefully, we can get a couple of goals and keep them out as well.”
Ivorian Gervinho is unlikely to be rushed back into Arsene Wenger’s squad for the match after his country lost the 2012 Africa Cup of Nations final in a penalty shootout against Zambia on Sunday, while Abou Diaby (muscle problem), Andre Santos and Jack Wilshere (both ankle) remain on the sidelines.
Arsenal will be hoping to bounce back from their 3-1 loss at Olympiakos in their last Champions League fixture but they did finish top of their group, something Milan could not manage with the presence of Barcelona.
The Italians failed to win any of their last three matches in the group stage but will hope their home ground advantage will give them the edge over the English Premier League outfit.
Milan have been in indifferent form lately, with their 2-1 win at Udinese on Saturday snapping a run of three matches without a win.
They are likely to be without Alessandro Nesta and Alexandre Pato despite the pair returning to training while Mark van Bommel and Zlatan Ibrahimovic should return from suspension.
Both sides were knocked out at this stage of the competition last season but that will change over the course of the next three weeks, with Wednesday’s match sure to be pivotal in the outcome.
