The French star, 28, was free to leave the club in the summer of 2007 and has been strongly linked with a move to Barcelona at the end of this season.
"The truth is I love this club and I've made my mind up to stay," he told The Sun newspaper.
"I can say to all my fans and the people who care about me I want to lead the team out in the new stadium."
Arsenal will leave Highbury at the end of this season to move to the new multi-million pound Emirates Stadium at Ashburton Grove.
"The truth is this, I never spoke with or met with a single person from any other club at any time."
"There was a lot of ridiculous speculation," Henry said. "But the truth is this, I never spoke with or met with a single person from any other club at any time.
"This will put an end to all the stories. We can move on."
