The former Arsenal striker is looking for his next managerial post after leaving MLS club Montreal Impact earlier this year and has suggested that he would be prepared to take over at the Scottish giants - who are looking for a new coach after Neil Lennon's resignation in February.
Speaking on The Robbie Fowler podcast, Henry said: "With all humility, whatever is going to come my way, I'm not saying that should come my way, but whatever comes my way I'm going to evaluate.
"I'm sure they're going to work on what they're going to work on. I don't know what's happening there, this is a club I respect a lot, I'm sure like a lot of people in the world, but that I don't know about."
Henry admits that he has been amazed by Steven Gerrard's job at Rangers as he secured the club's first league title in a decade and would like the opportunity to manage in the Scottish Premiership.
He said: "All I know is I want to coach and be back out there. You look at what Stevie G has done, and it's just ridiculous. What a man. I knew he was going to deliver.
"What I like with Rangers is they gave him time to build a team, to grab the players he wanted and make sure they were going to play.
"I love that they gave him the time to be able to catch Celtic, because if not, how are you going to do it? You need more than one season or two seasons."
Henry added: "I have massive respect for both clubs, but I'm just trying to wait and see.
"I am available, and I don't know what's going to come my way but I want to coach for sure."