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The Chilean finally completed his long-awaited move to Old Trafford on Monday, with Armenian winger Henrikh Mkhitaryan moving in the opposite direction.
Sanchez posted a heartfelt message to Gunners fans on Instagram, wishing them well and thanking them for all their support.
But the 29-year-old’s statement backfired as it appeared to implicate Henry.
It said: “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.”
Alexis Sanchez, Henrikh Mkhitaryan and four other famous swap deals
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“I had no idea he was going to sign for Man Utd until I saw it on the news like the rest of you.”
Arsenal legend Thierry Henry
The post caused outrage among the Arsenal faithful, who branded the Frenchman a ‘snake’ and ‘fake’ for apparently encouraging Sanchez to leave the Emirates.
But Henry took to Twitter to respond to the harsh criticism thrown his way.
He said: “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.”
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Sanchez could make his Manchester United debut on Friday as Jose Mourinho’s side travel to League Two outfit Yeovil in the FA Cup.
Arsenal return to action tonight as they host Chelsea in the second leg of the Carabao Cup semi-final.