Henry, 41, left his role as assistant coach to Roberto Martinez with the Belgium national team to take over his first management role with the Ligue 1 giants.
The Les Blues all-time topscorer succeeded Leonardo Jardim, who was relieved fo his duties after a slow start to the 2018/19 season - but in his first five games, he's failed to pull the French side out the glaring rut they find themselves in.
This, a Monaco outfit who won the 2016/17 Ligue 1 title and surprised Europe with a run to the Champions League semi-final in the very same season.
After starting his tenure with a 2-1 defeat to Lebo Mothiba's Strasbourg, draws with Brugge and Dijon followed, before the 1-0 defeat to Reims and the latest 4-0 thrashing of the Belgian outfit at home on Tuesday evening.
0-4 - Against Club Brugge (0-4), Monaco have registered their heaviest defeat at home in the Champions League/European Cup. Disaster. pic.twitter.com/vOkAwkp7Op— OptaJean (@OptaJean) November 6, 2018
While there have been suggestions that Henry may be out of his depth, starting his career at the French giants, whom he started his professional football career, immediate comparisons have been made with Manchester United legend Gary Neville.
Neville left his punditry role with Sky Sports for a dream job with Valencia, which lasted less than six months after a horror spell saw him relieved of his duties and sent back to the studios in his homeland.
While Henry is likely to be afforded more time due to his iconic status with the Les Monégasques, things won't get easier when they host champions Paris Saint-Germain on Sunday.
PSG set a new record of 12 consecutive victories in the French top-flight, as the first side to ever achieve the feat in Europe's top-five league.
The fixture could either announce Henry as a capable manager of the world stage or taint his legacy further as Monaco languish in 19th place, three points away from the drop on a 15-game winless run across all competitions.
"When you enter the pitch and your players involuntarily refuse to play, it is difficult," he said after the defeat to Reims over the weekend. "We have to find our confidence again.
"I would not have come to Monaco if I did not think that there was quality in this team."
Do you think Henry will get Monaco 'playing' again and forge a successful career in management?