"You have to ask the boss (Arsene Wenger), he picks the team," the French international told Reuters in the United Arab Emirates on Sunday.
"The so-called kids have been doing tremendously (in the League Cup). Whatever is the decision of the boss, I have to accept it."
Henry was left out of the squad for the semi-final against bitter rivals Tottenham Hotspur, which Arsenal won 5-3 on aggregate following a 3-1 extra-time home win last Wednesday.
Henry, world number one golfer Tiger Woods and the world's leading tennis player Roger Federer were present at the Gillette Champions' launch as the company unveiled the three top sportsmen as their newest brand ambassadors.
The Frenchman was non-committal when asked if Wenger gave him permission to take the long flight to Dubai for the event, and with France hosting Argentina in a friendly on Wednesday.
"It was my day off today so it was only me (who had to make the decision)," said Henry. "It was do-able.
"After the game on Saturday (Arsenal's 1-1 Premier League draw at Middlesbrough), I wanted to make sure we were not going to lose and that we were competitive. This (launch) will not happen again so I had to make sure I was here."
The 29-year-old was picked to represent the world's leading razor maker because of his status as an elite athlete.
Henry, a World Cup and European Championship winner with France, said pressure from the media always pushed him to seek perfection on the field.
"You guys keep me on my toes," said the striker. "Whenever I have a bad game, you let me know, so I just don't want to hear a (negative) story about it. I always want to make sure I am having a good game.
"That's the difference between a great competitor and a great player. You want to push yourself to the limit."
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