Henry has yet to win in four games since taking charge at Monaco, losing to Strasbourg and Reims and drawing with Dijon in the league and drawing at Belgian outfit Brugge in the last round of European matches.
“It’s a huge game,” said former Arsenal and Barcelona striker Henry, who was Belgium’s assistant coach in the last World Cup.
“We need the three points even if some might say we should have taken three in our last game too.”
Henry’s side are third in Group A, level with Brugge on a point with Dortmund on nine and Atletico on six.
“Work is the key, each of us needs to look inside ourselves and work out what more we can do.”
French champions in 2017, Monaco have sold Kylian Mbappe to PSG, Bernado Silva, and Benjamin Mendy to Man City, Tiemoue Bakayoko to Chelsea, Thomas Lemar to Atletico Madrid and Fabinho to Liverpool in the last 18-months.
Henry played down the role of changes in playing staff in Monaco’s worrying collapse.
“The changes are no excuse,” insisted Henry, who took over from the sacked Portuguese coach Leonardo Jardim in mid-October.
“It’s up to us to turn things around with hard work.”
One star player Monaco held onto is the France defender Djibril Sidibé, who helped his nation win the 2018 World Cup.
“I can’t pretend I’m not worried,” said the 26-year-old right-sided defender.
“It’s got into our heads, me as much as any of the others,” said Sidibe, who sat beside Henry at the press conference ahead of Tuesday’s Champions League game they need to win to qualify for the Europa League by finishing in third place.
“There are plenty of young players here and many off them have little experience.
“It’ll be a high level match and we have to focus on winning it,” he added.