Henry was previously in the coaching setup under Roberto Martinez as Belgium reached the 2018 World Cup semi-finals, rising to assistant manager before embarking on his own managerial career.
The former Arsenal player had an unsuccessful spell in charge of French side AS Monaco from 2018-19, before becoming coach of MLS team Montreal Impact.
He left the Canadian club in February, saying he wanted to be closer to his London-based family, before re-joining Belgium in June for their Euro 2020 campaign.
