The Leicester striker was expected to make a decision on whether to move to the Emirates prior to the start of Euro 2016, but having failed to make up his mind, the 29-year-old is now waiting until England’s tournament comes to an end.
Henry, Arsenal’s all-time record goalscorer, is surprised that Vardy is uncertain on whether to leave champions Leicester for the Emirates.
"He's 29. You have Arsenal coming for you and you're telling them 'I'm going to think about it'?" Henry told BBC radio 5 live.
Despite Vardy scoring 24 goals to fire Leicester to the Premier League title, Henry has questioned the England striker’s ability against certain opponents.
“All I can say is you [Vardy] have another proposition on the table or Arsenal doesn't seem attractive to you anymore.
"He had an amazing season, don't get me wrong. That will go down in the history of the game.
"But I have a question mark about whether he can play in the last third when another team is sitting deep."
Henry continued: "I think he's been brilliant, I'm just asking myself questions along the way.
"All I can say is, if I was playing for Leicester and I'm 29 and I have Arsenal coming, I would have gone, but I'm not Jamie Vardy."
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