The teen is being compared to Barca and Argentina great Lionel Messi after a superb 18 months of senior football.
But Henry worries for Yamal, particularly as the young attacker hasn't scored for Barca since October.
He said on CBS: "I've been through this before. Not me, but I've seen someone come on the scene like that: Bojan Krkic. I don't know if you remember and I invite you to see him because I don't have time to explain everything to you.
"I invite you to go see him and watch his documentary and what can happen to you when you're young and you don't know how to deal with everything that's happening to you so quickly. That's why, you know, I think Bojan got lost in terms of... anxiety and not wanting to be seen too much.
"That's something that sometimes people don't understand and don't want to understand either. They see you there, you're playing and they forget that he's a kid who went from not being known to everyone thinking he's good.
"I'm just saying that I've experienced that before and, by the way, I just want to congratulate Bojan because for him to come out and talk like that in the documentary and say what he said... especially how difficult it was for him to deal with all the extra pressure.
"He refused to go to the Euros when Spain won it for the first time. Watch the documentary, it's a good way to understand what it's like to be a star too early."