The Chelsea manager revealed on the day Henry announced his retirement that the France striker came within "an inch" of moving to the Nou Camp from Monaco, but instead went to Juventus in 1999.
"When I was an assistant in Barcelona with Mr (Bobby) Robson in 1996 (we tried to sign him)
He was in Monaco and he went to Juventus, we lost him by an inch," Mourinho told talkSPORT.
"After that he was not on my radar because it was never a possibility to come to my teams
Could you imagine in that moment leaving Arsenal to come to Chelsea? I wouldn't imagine that.
"He's the kind of player that you need forever, especially in the Premier League where he was more than any other place.
"He was okay in Barcelona and the (France) national team, but the real Thierry Henry, the player that we are all going to miss forever, is the one that made unbelievable seasons and incredible history in the Premier League."
Mourinho is not intending to delve into the transfer market next month, but feared he might have to when Kurt Zouma was injured in Tuesday night's Capital One Cup quarter-final win at Derby.
"When I saw Zouma I was scared," said Mourinho, who revealed the France defender is now fine.
"We can't lose players for a long period of time.
"Happily for us and for the kid, no
We are a short squad, but a squad of good players.
"Our project is to start and to finish the season with these players
Nobody to leave, nobody to come."
Source : PA
Source: PA