According to the Daily Star, Henry will be joined by Samuel Eto'o and Lionel Messi in Barca's Holy Trinity against Chelsea on Tuesday, Apr 28 and are huge favourites to beat the Premier League side.
Henry insists Messi is capable of twisting the Chelsea defence round.
The former Gunner said: "For us it is not a problem that some people have made Barcelona favourites. We accept that we will have to fight hard to make sure we make it to the final in Rome. Chelsea boss Guus Hiddink is a great tactician so it will be hard. But if we have enough possession we are capable of destroying any rival we face."
"For me Lionel Messi is without doubt the number one player in the world,'' he added.
"But I have to say that Barcelona is not all about Messi. Players like Xavi and Andres Iniesta are both unique and brilliant players. I dream of winning the Champions League. This is now my big chance and not one that I want to waste," he said.