Henry respected Martinez's wishes but will now head to the principality of Monaco with his presentation set to take place early next week.
Henry is also attempting to bring together his coaching staff, with Arsenal's under-18 manager Kwame Ampadu under consideration.
Henry has also made preliminary contact with Benfica's Under-23 coach Joao Tralhao, while the Arsenal legend is also hoping to prise coach Julien Stephan away from French club Rennes. Thierry Henry will this weekend begin his managerial career as the finishing touches are put to a three-year deal at Monaco.
The French club sacked manager Leonardo Jardim on Thursday and Henry, who rebuffed an advance from Aston Villa, will now leave his role as assistant manager to Belgium head coach Roberto Martinez.
Henry was lured by the attraction of beginning his managerial career where he also began his playing days as a fresh-faced teenager at Monaco.