The 27-year-old believed it was his duty to carry on and support the younger players, however, after Zinedine Zidane, Marcel Desailly, Bixente Lizarazu and Lilian Thuram called time on their international careers.
"I thought about leaving after our disappointing performance at the European championship," Henry told a news conference on Thursday, ahead of the team's opening World Cup qualifier against Israel in Paris on Saturday.
"But it didn't last very long and I brushed aside the idea."
France were knocked out by eventual champions Greece in Portugal, where they had been hoping to defend their European title.
"It was my duty towards the young players to be here. There are very gifted ones. It's now up to them to gain experience and to improve themselves," the Arsenal striker added.
"But it comes to us, the old ones, to help them out. It's the way it happened for me when I came here for the first time."
Henry, who has 64 caps and has scored 27 international goals, made his debut for France in October 1997.
"It's way behind me," Henry said. "But I don't feel tired. There is a new generation coming up and there is a new squad to build up. I want to be part of this story.
"France need to be get back to winning ways and the sooner the better. We badly need a string of wins now," he said.
BIG CHANGES
Inspirational playmaker Zidane joined former captain Desailly and fellow defenders Lizarazu and Thuram in announcing his international retirement after the European Championship.
Henry said the changes were on a much bigger scale than after the 2002 World Cup in South Korea and Japan, when France made a humiliating exit as titleholders from the first round, without scoring a single goal.
"The changes are even bigger this time," Henry said. "We have lost Zidane who was not only an outstanding player but a guy who helped you to play on the top of your skills.
"But we are going to miss Desailly. Everybody can think what he wants about him but to me he will remain Desailly for ever.
"Look around you, there were very few players like him."
Desailly earned a record 116 caps over an international career spanning 12 years.
The departures of Thuram and Lizarazu were also a major blow for the team, Henry said.
"They have played a great role in helping the youngsters integrate over the years. We must learn from their example."
France are under the guidance of a new manager in Raymond Domenech, the replacement for Jacques Santini who joined English Premier League side Tottenham Hotspur in July.
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