After playing a part in France's win at World Cup 1998, Henry lasted less than a year in Italy at Juventus before being tempted to Highbury by Arsene Wenger.
The Frenchman hit the ground running for the Gunners, who are 6/4 for a top four finish this season.
With Jesus already having five and a half seasons of Premier League football under his belt, could he have a similar impact in North London?
Crystal Palace v Arsenal
Selhurst Park, London
Friday 5th August
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Sky Sports Premier League and Main Event
Crystal Palace 16/5, Draw 11/4, Arsenal 5/6
Henry's issue at Juventus was that he often found himself positioned in wide areas, including as a left wing-back, and struggled against the defensive discipline often prioritised by teams in Italy.
The pace of the Premier League seemed to suit him, as did working under Wenger, who had previously brought him through at Monaco.
Wenger had placed him on the wing in Ligue 1 but played him as a striker in England. Henry admitted he took time to learn the role but he still scored 17 Premier League goals in each of his first two seasons, a total Jesus has never matched, with 14 in 2019/20 his division best.
His natural inclination for drifting wide often caused opposition rearguards to become disjointed and gave the Arsenal attack an extra dimension. Simultaneously, he maintained his eye for goal, scoring 175 Premier League goals across two spells and winning the Golden Boot on four occasions.
While Premier League defences have come a long way since then, Jesus possesses a similar versatility and is 12/1 to be crowned the league's top goalscorer in 2022/23.
The Brazilian spent time playing out wide in his final season at Manchester City before last month's move to the Emirates for a reported £45m. Like Wenger with Henry, Mikel Arteta, whom Jesus worked with at the Etihad, could ask him to start games through the middle before drifting to the wings and creating space for the likes of Martin Odegaard, Gabriel Martinelli, Emile Smith Rowe and Bukayo Saka.
The new Premier League campaign begins on Friday and for the second season on the bounce, the Gunners kick things off with a London derby.
Mikel Arteta's men are 5/6 to win at Crystal Palace, with the Eagles 16/5 and the draw 11/4 and they will certainly not be complacent, having gone down 2-0 at Brentford on the opening night of 2021/22.
While 25-year-old Jesus is someway behind Henry's Premier League goal tally, two of his 58 strikes have come at Selhurst Park and he is 7/5 to score at anytime.
Henry netted in his only competitive trip to the ground in 2004, a 1-1 draw, an effort that contributed to him finishing as his team's top scorer for seven straight years.
The Gunners' new number nine is 8/13 to be Arsenal's leading marksman in 2022/23 and even if he isn't prolific, his influence could bring silverware.
Arsenal have enjoyed a successful summer, with Oleksandr Zinchenko and Fabio Vieira also both signing. William Saliba has returned from a successful loan at Marseille and with the likes of Odegaard, Martinelli, Smith Rowe and Saka on board, Arteta will be eyeing silverware.
The Spaniard won both the FA Cup and Community Shield in the early days of his reign and after missing out on the top four last term, Arsenal look to have strengthened. A Champions League return is likely to be their minimum goal, with another top six finish 1/2.
Jesus scored twice in the final as City won the 2019 FA Cup, while he also won four Premier League titles and three EFL Cups during his time at the Etihad. The Gunners are 12/1 to win the FA Cup and 16/1 for the League Cup.
They also have Europa League football to look forward to, with them 7/1 to lift that trophy. A continental prize was one of the few things Henry failed to win at the club, famously losing in the 2006 Champions League final.
When the Frenchman joined Arsenal in 1999, he was coming into a dressing room that had won the Premier League just over a year earlier. It also contained the likes of David Seaman, Tony Adams and Dennis Bergkamp, as well as compatriots Patrick Vieira and Emmanuel Petit.
Jesus has been in a similar environment since signing for City in January 2017. Arteta has often said he wants to mimic what he helped build while on the staff at the Etihad at Arsenal and the new boy will only help that.
Henry arrived with plenty to prove and left for Barcelona in 2007 as an icon. It will be difficult for Jesus to match his efforts, but his signing suggests that Arsenal are ready to move to the next level.