Arsenal legend Thierry Henry admits he's rejected offers to return to club coaching.

Henry is currently working as an assistant coach on Roberto Martinez's staff.

"I've turned down some (clubs) because I want to complete my mission with Belgium and not leave them on the way to the World Cup, because, you know, it's strange to leave something like that," he said.

"But people sometimes think that ex-players are waiting for a glamorous place to go - I went to Montreal. Do not misunderstand me. I left because I didn't see my kids for a year and it was starting to be difficult to come back."