Arsenal are 11th in the Premier League - four points off Manchester United who are in fourth place.
The Gunners had a poor start to the season as they lost all their opening three league fixtures and failed to score a single goal in the process.
But the 2004 Premier League winners turned things around, amassing 10 points from their last four matches.
Despite the recent revival at Arsenal, Henry is still not convinced with Arteta's tactics.
"I watched the Brighton game. Did you watch it? I've seen us beating Norwich before, winning at Burnley, beating Tottenham at home - because we always beat Tottenham at home.
"I was more than happy when we beat Tottenham as we were on a good run but I was waiting to see a performance, away from home, against a team that passes the ball. And, instead, we suffered.
"I was waiting to see the Brighton game, to see if we could have the ball and keep the ball, away from home, retaining possession, against a dangerous Brighton side.
"When we used to lose, even after I left the team, it was always said that 'Arsenal don't have a Plan B' and that they passed too much for the sake of passing.
But I didn't see that from Arsenal in the Brighton match. I saw Brighton do that."