Thierry Henry believes he still has a lot to learn before he can consider returning to the game as a coach.

The 37-year-old former Arsenal striker on Tuesday announced his retirement, having left the New York Red Bulls after the MLS season, and will return to London to take up a new role working in the media.

There was speculation Henry may look to continue his playing career at Arsenal, for whom he is the club-record goalscorer.

However, Henry revealed a second "comeback" was never really on the agenda, although he remains keen to continue his links with the north London club as he embarks on his first steps into a new career.

"I love the game, and still think I can give a lot to the game. I am retiring now, but not involved with any team, so in the meantime, why not give back to the game on TV?," he said in an interview with Sky Sports.

"It has been (a) hard decision, because you are leaving the game you love behind, waking up, training and playing big games... but you are not going to do that on a daily basis.

"But I am at peace with what I have done in the game, I have no regrets, I always think things happen for a reason.

"You kind of never leave Arsenal Football Club. People want to know about the playing side, but we did not talk too much about that - how many comebacks do you make? At one point it will turn out to be a bad movie. We all love the first Rocky, but then I don't know about the last one.

"You comeback once, but afterwards, you are not coming back any more.

"But I feel I never left Arsenal, although I did. I had one comeback, and I guess that was enough."

Henry continued: "I don't have the pretension to know right now if I can be a good coach or not, but the desire is there, we will see.

"First and foremost, you want to learn about the game, because you know the game, it does not mean you can teach it or see the game the same way when you are on the other side, being able to deal with egos, preparing a season, handling a defeat.

"I knew how to handle it before, because if I played well in the next game, it was okay, but as a manager, it is not the same thing.

"The desire is there, but we will see what is going to come next.

"Like I have said so many times, first and foremost, I just want to learn."

Henry will always be most closely associated with Arsenal, where he is the all-time goalscorer with 228 goals in 377 games across two different spells, having been signed from Juventus for £11million in 1999 by Arsene Wenger, his former boss at Monaco, and converted to a potent central striker.

After winning the Premier League title twice, including the unbeaten season of 2003/2004, as well as the FA Cup three times, Henry left Arsenal in 2007 and joined Barcelona, where he won the Champions League in 2009 before moving to the United States of America.

The Frenchman returned to Arsenal to make four appearances on loan in early 2012, and added two goals to his tally, including a memorable late strike in the FA Cup against Leeds at the Emirates Stadium.

Henry, who scored 51 goals in 123 appearances for France, winning the 1998 World Cup and Euro 2000, felt the time was right to hang up his boots.

In a statement released to Press Association Sport, Henry said: "After 20 years in the game I have decided to retire from professional football.

"It has been an incredible journey and I would like to thank all the fans, team mates and individuals involved with AS Monaco, Juventus, Arsenal FC, FC Barcelona, the New York Red Bulls and of course the French National Team that have made my time in the game so special.

"It is now time for a different career path and I am pleased to say that I will be returning to London and joining Sky Sports. I will hopefully share some of the insights, observations and experiences I have learnt over the years with you guys.

"I have had some amazing memories (mostly good!) and a wonderful experience.

"I hope you have enjoyed watching as much as I have enjoyed taking part.

"See you on the other side..."