The former France international, 34, left the Gunners in June 2007 as the club’s record goal-scorer and returned last week on a two-month loan from New York Red Bulls.
He could hardly have made a more impressive comeback, showing his colleagues how to finish after Leeds, currently eighth in the Championship, held out stubbornly until the 79th minute, 11 minutes after Henry had come on to a rapturous welcome from the home fans.
It was his 227th Gunners goal and Arsenal’s reward is a fourth round tie at home to Aston Villa.
After the match he told ESPN: “It’s kind of weird, I only came back from holiday in Mexico 15 days ago. I never thought I was going to be playing for Arsenal again and then score the winner.
“The feeling I had when I scored was amazing. I’ve rejoined the club as a fan, I just wanted to come and help the team, and then I end up as man of the match – it wasn’t my plan to be a hero.
“I’ll always remember tonight. When it comes to Arsenal, something happens to me.”
The 1998 World Cup winner settled a game that was a repeat of the draw for the same round last season, where Leeds came within a handful of seconds from winning at the Emirates Stadium but went on to lose in the replay.
Arsene Wenger had allowed captain and top scorer Robin van Persie to take a holiday, with Marouane Chamakh taking his place up front before departing for the Africa Cup of Nations.
Henry, as expected, began on the bench, as did Theo Walcott, the inheritor of the No.14 shirt the Frenchman left behind four-and-a-half years ago when he decamped to Barcelona.
Henry’s magic moment arrived in the 79th minute and it was a finish typical of the player in his previous prime.
Song played the ball forward, Henry timed his run behind the Leeds back-line perfectly and slotted across Lonergan before embarking on a lively celebration in front of his manager.
Wenger admitted Henry’s return was something very special.
“It was a little bit like a dream because it was the sort of story you would tell to young kids that you want to know about football,” he said.
Meanwhile, Lionel Messi was awarded the 2011 FIFA Ballon d’Or at a star-studded ceremony in Zurich, the third consecutive year that he has won the prestigious award for the world’s outstanding footballer.
The 24-year-old Barcelona and Argentina forward finished ahead of his Real Madrid rival Cristiano Ronaldo and Barca team-mate Xavi.
“It’s a great personal pleasure for me,” Messi said.
“It’s the third time I’ve won it. It’s just an amazing honour. I want to thank everyone that’s been involved with me — my team-mates, trainers, physios, the coach (Pep Guardiola) and everyone at Barcelona.
“I’d also like to thank the Argentina national team as well.”
Messi becomes only the second player, after current UEFA president Michel Platini, to win the award for three consecutive years.
He also joins Platini, Johan Cruyff and Marco van Basten as the only men to have won the prize on three occasions.
“I want to share this honour with my team-mate, Xavi,” added Messi, who then addressed his club-mate in the audience at the FIFA Ballon d’Or Gala.
“He deserves it, too. I want to share it with you, because you deserve it as much as me. It’s a pleasure to be here alongside him and to play with him.”
The award was formed when the Ballon d’Or merged with the FIFA World Player of the Year award in 2010 and is voted for by national team coaches and captains, as well as a panel of football journalists selected by France Football magazine.