The Sky Sports pundit had been working at Arsenal but quit his post after Arsene Wenger told him he had to choose between coaching and punditry.
And now Henry will join up with new Belgium manager Roberto Martinez as his "second assistant".
Speaking at a press conference on Friday, Belgium's executive sports director Chris Van Puyvelde said: “Roberto Martínez’ assistant coach will be Graeme Jones. Thierry Henry will be the second assistant coach.”
Speaking about his new coaches, Martinez said: “We are here to help the real quality we have. We need to support the players.
"Thierry Henry has been in the situation to change the spirit into winning something."
The former Everton boss added: I am very satisfied that we have been able to create an impressive staff."
Henry's new role will have no effect on his work with Sky.