"I don't want to leave this football club," he insisted, "because I've been here since the age of 11. But at my age I need to be pushing on and playing more regularly.
"I feel I am down the pecking order. If the manager doesn't think I'm good enough for first-team football, then I have to move on."
"It's not about money or anything else, just my desire to be playing regular football."
Henry signed a 2 year deal last summer but has failed to impress the manager enough to break into the first team consistantly.
Manager Tony Pulis added: "I can understand his frustration because everyone wants to be playing every week."