The legendary former Arsenal attacker is seeking to win gold for Les Bleus in Paris this summer.
However, he will have to do it without the likes of Lucas Digne and Moussa Diaby.
Olympics football is an under-23s tournament, which means that clubs can refuse to let players travel.
“We received two ‘no’s’ twenty-five minutes ago, just before going down (to the press conference),” said the former Arsenal and Barcelona striker this week.
“It was difficult to go back to more (than two players over 23),” added Henry, who won the World Cup and European Championships in a glittering international career with France.
“But there will be three players over 23 in the final list, that’s for sure.”
L’Equipe stated that it was Villa that were not allowing Digne and Diaby to go to the tournament.