The 46-year-old scored a club record 228 goals in 377 games for the Gunners and won the World Cup in 1998 and Euro 2000 with France.
“Throughout my career, and since I was born, I must have been in depression,” Henry told the Diary of a CEO podcast.
“Did I know it? No. Did I do something about it? No. But I adapted to a certain way.”
Henry is now coach of France’s Under-21s, also worked on Belgium’s coaching staff and managed Monaco before taking charge at Montreal Impact in late 2019.
He says there was a period early in the coronavirus pandemic where he was “crying almost every day”.
“You’ve got to put one foot [forward] and another one and walk,” he said. “That’s what I’ve been told since I’m young.
The former Juventus, Monaco and Barcelona striker added: “I was in isolation in Montreal, and not being able to see my kids for a year was tough.
“Tears were coming alone. Why I don’t know, but maybe they were there for a very long time.”
Henry said his relationship with his father, who he says was critical of his performances, may have impacted him.
He said his father was “very particular at times on how I was as a player”.
“As a little boy it was always ‘you didn’t do that well’,” he said.
“So obviously when you hear that https://berdasarkanapa.com/ more often than not, that’s what’s going to stay.”