The former Belgium assistant coach saw his managerial career with the Principality outfit get off to a disappointing start as they tasted defeat at the Stade de la Meinau.
Monaco face Club Brugge in the Champions League on Wednesday and look set to be without Radamel Falcao and Samuel Grandsir.
Looking ahead to their next Ligue 1 game against Dijon on Saturday, Henry is keen to make sure his side waste little time in putting the disappointment of Strasbourg behind them.
He told reporters: "We must try to move forward and find a solution as quickly as possible. When you need to score goals, it's hard to lose Radamel Falcao and Samuel Grandsir.
"This is not the dream scenario, but I want to stay positive in order to move forward. We have to move on and keep working."