The Frenchman clearly has ambitions beyond the Sky Sports studio.
Arsene Wenger is as close to the brink of being sacked by Arsenal as perhaps he ever has been. The Gunners' defeat to Brighton on Sunday was their fourth in a row and one which left their hopes of playing Champions League football hanging by the proverbial thread.
After limping through to the Europa League's last-16 despite losing 2-1 at home to Ostersunds and being humiliated by Manchester City twice in the space of three days, Arsenal fell to Chris Hughton's Brighton to leave Wenger staring down the barrel.
While Wenger was characteristically defiant following Sunday's game, the hierarchy may be giving serious thought to removing the Frenchman from his post. If he were to leave, one of his former players, Thierry Henry, could be the man to pick up the slack.
https://twitter.com/henrywinter/status/970327244911665152
Henry has zero managerial experience but has been learning his coaching trade under Roberto Martinez at Belgium. Arsenal's all-time record goalscorer has been regularly tipped as a leading candidate – along with the club's former captain Mikel Arteta – to succeed Wenger and, when asked about it by Sky Sports, he didn't hide his ambitions all that well.
"Listen, I'm a competitor, you don't back down from a challenge. We are hypothetically speaking before people jump ahead of everything, (but) I have never backed down from a challenge since I was young."
"If you love a place and they ask - I repeat, they ask - for help, you are always going to say yes."
So, now we have incontrovertible evidence that Henry would relish the opportunity should it come his way. However, the issue of Wenger's future is yet to be resolved but with AC Milan and Watford to come this week, it feels as though it could be a pivotal week for the 68-year-old.
