Marcus Rashford scored twice in the first half to hand United a 2-0 lead before Danny Welbeck halved the deficit shortly before half-time.
Ander Herrera restored United’s two-goal cushion before Mesut Ozil scored what ultimately proved to be a consolation goal.
Arsenal were unsurprisingly criticised for the 3-2 loss given Louis van Gaal’s under-strength United side.
However, former Gunners striker Henry was keen to point out that Arsenal are still only five points behind leaders Leicester City.
“The positive thing out of it is that they are only five points away from the top,” Henry told Sky Sports.
“You still have time to rectify that. Now, are you going to fight?
“Did you show so far that you’re going to be a dominant force away from home to win the title? Not yet. Can they do it? Only they can answer that.”
Arsenal host struggling Premier League side Swansea City at the Emirates Stadium on Wednesday night.
The Gunners have lost their last three games in all competitions ahead of the visit of the Welsh side.
Arsene Wenger’s side make the trip to north London rivals Tottenham Hotspur at White Hart Lane on Saturday afternoon.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news