Henry recently left his lucrative role as a Sky Sports pundit in order to actively pursue his career as a first-team manager.
Currently, with the Belgium national team that finished third during the 2018 FIFA World Cup, as an assistant to manager Roberto Martinez - Henry has been linked with several jobs over the past month.
Reports in English media claimed he'd succeed Steve Bruce at Aston Villa, but the club has since backed the Englishman to lead the club for a promotion push back to the Premier League.
An agent also stated that the 1998 World Cup winner opened talks with the Egyptian FA.
However, Henry has dismissed the media speculation, claiming he's not rushing into his next move.
"Since announcing my decision to leave my full-time role in broadcasting to pursue my ambition of becoming a manager," he wrote on Twitter.
"I have subsequently been linked with a number of positions both domestically and internationally. Contrary to misleading reports people may have read.
"At this moment neither myself nor my advisers have held any discussions with any club or national association. My intention has always been to be patient and I will take my decision in good time."
Meanwhile, The Pharoes have recently announced former Mexico coach Javier Aguirre as the man to lead them for the next four years.