"Honoured to be assistant coach @BelRedDevils. Thanks to Roberto Martinez & the Royal Belgian Football Association. Very excited. Can't wait," Henry tweeted.
The 39-year-old Henry, hanging up his boots in 2014 with New York Red Bulls after previously starring for Monaco, Juventus, Arsenal and Barcelona, has been working as an under-18 coach at Arsenal and as a pundit for British television station Sky, reports Xinhua.
But he left the latter role in July as he could not juggle his coaching with his punditry.
"Thierry is someone who knows how to develop a collective mentality, how to work together to win," said ex-Everton coach Martinez, who was appointed at the start of the month to succeed the sacked Marc Wilmots.
"He won the World Cup in 1998 and has the experience to achieve great things. He is an important figure. He will bring something different. He agreed right away to join us," said Martinez.
World No.2 Belgium lost to Wales in the quarter-finals of the Euro Championship in July in France.