Arsenal squandered numerous chances - and with it the chance to go top of Champions League Group G - as they were held at home by CSKA Moscow.
It was a frustrating night for Henry and his Arsenal team
Cesc Fabregas shot wide after rounding the keeper, Thierry Henry missed from 12 yards and an unmarked Robin van Persie headed the wrong side of goal.
The worst came from Tomas Rosicky, who picked out the keeper from three yards with the goal at his mercy.
CSKA might have snatched victory but Jens Lehmann saved from Vagner Love.
The Gunners went into the game looking for revenge after their 1-0 defeat in Moscow, which included a strike from Henry that was controversially ruled out for offside.
And their approach play merited a comprehensive victory - but as chance after gilt-edged chance went begging it turned into a maddeningly frustrating night for the London club.
William Gallas partnered Kolo Toure in the centre of defence but for the majority of the night they were mere spectators as Arsenal played some sumptuous football.
Time and again raking passes from midfield released Arsenal's wide players, with Alexander Hleb on the right flank the recipient of several breathtaking passes.
Van Persie, cutting in from the left side, shot over after six minutes and drilled a shot wide from distance shortly afterwards.
Henry sidefooted the ball wide from the near post, CSKA keeper Igor Akinfeev diverted a dangerous Van Persie cross with his legs and later saved from Hleb.
There was no excuse for the first-half misses from Fabregas and Henry.
Fabregas received a deft return pass from Rosicky and rounded keeper Akinfeev but missed the target while Henry was played through by a beautifully weighted pass but flicked the ball wide.
But if their misses were bad Rosicky's failure to score on the stroke of half-time was a contender for miss of the season - the Czech Republic player failing to tuck the ball home from three yards with the goal totally at his mercy.
Rosicky instead diverted the ball into the stranded keeper's arms when it seemed considerably easier to score.
And Arsenal's profligacy was almost punished after the break when Vagner Love latched on to a long pass from midfield, beat Gallas and forced a good low save from Lehmann, who collected the ball at the second attempt.
The Russian team defended in numbers in the second half, forcing Arsenal into ever more ambitious through balls, while looking to hit the home team on the break.
Still, though, Arsenal created openings and Van Persie was inches away from converting a low Henry cross that rolled across the face of goal.
Van Persie then broke free but headed wide from eight yards as Arsenal looked for the goal their performance deserved.
Akinfeev saved from Gilberto late on while Henry almost diverted a CSKA corner into his own net in what would have been a cruel twist for the home team.
Arsenal: Lehmann, Hoyte, Toure, Gallas, Clichy, Van Persie (Aliadiere 82), Fabregas (Flamini 88), Silva, Hleb (Walcott 71), Rosicky, Henry.
Subs Not Used: Almunia, Senderos, Song Billong, Djourou.
Booked: Henry, Hleb.
CSKA Moscow: Akinfeev, Ignashevich, Rahimic, Semberas, Krasic (Aldonin 40), Alexei Berezutsky, Vasili Berezutsky, Daniel Carvalho (Taranov 90), Dudu, Zhirkov, Vagner Love (Olic 85).
Subs Not Used: Gabulov, Odiah, Salougin, Grigoriev.
Booked: Vasili Berezutsky, Semberas.
Ref: Lubos Michel (Slovakia).