The Chile international completed his long-awaited move to Old Trafford on Monday, with Armenia international Henrikh Mkhitaryan heading the other way.
In an Instagram message thanking Arsenal staff, teammates and fans, Sanchez referenced Henry when discussing his reasons for leaving the Emirates.
“I remember today, a conversation I had with Henry, a historic Arsenal player, who changed club for the same reason and today is my turn,” Sanchez wrote.
Henry, who switched Arsenal for Barcelona in 2007, move to clarify the speculation on Tuesday: I know I don’t need to explain this to the majority of Arsenal fans but contrary to speculation at no time did I tell Alexis Sanchez to leave Arsenal. I had no idea he was going to sign for Man Utd until I saw it on the news like the rest of you.
Sanchez has scored seven Premier League goals and eight in all competitions for Arsenal this season and finished with 24 goals in the league, and 30 overall in 2016-17.