The former Barcelona shot-stopper believes training with the Argentine forward can help a goalkeeper improve on his quality and could also discourage the said career with regards to the qualities of the football magician.
"Sometimes yes, sometimes not so much," he said. "Messi is Messi. He can turn you into a better 'keeper but at the same time, can make you feel a little inadequate about your abilities.
"I have seen him doing stuff in training and it is just amazing. When he gets upset, he runs around the whole team. There is nothing you can do." Henry said in an interview with Sky Sports.
"When you have Leo Messi it is a big advantage. When you have that man in your side, anything can happen.
"So when the ball went back to his goalkeeper, he (Messi) ran back and demanded the ball.
"The goalkeeper rolled him the ball, and Messi then proceeded to run through the entire team and score in anger.”
Witnessing a frustrating spell at Barcelona, Cillessen insisted it was the best option to exit the side he made just a handful of first-team appearances for.
"I was not playing there, and I had no choice but to leave, as I want to play," he said. "I need to be playing matches, and not just training. Ter Stegen is a great goalkeeper, and he keeps improving."
Cillenssen has joined Valencia on a four-year contract, with the Mestalla club goalkeeper, Neto moving the other way.