Reports in the French and Spanish media claimed that the 23-year-old Mbappe, who extended his contract with PSG until 2025 after looking close to joining Real Madrid during the close season, wants to leave the French champions in January.
PSG have denied that Mbappe asked to leave.
"Nobody likes to be exposed to what you're not good at, you just don't like it," Henry said on CBS Sports on Tuesday.
"In coach Christophe Galtier's 3-4-3 formation, Mbappe is being used a lone forward with Lionel Messi and Neymar on either side, while he has more freedom with France, where he lately played around Olivier Giroud.
"But there is something that is bigger than anything else and that is the club," former France and Arsenal forward Henry said.
"But did they make him feel like the club was the most important thing or did they make him feel like he was more important than the club?".
Henry, France's all-time top scorer (51 goals), said he had a similar experience at Barcelona.
"I will use my own stories. I didn't like to play out high and wide for Barcelona. I hated it. But I did it for the team," he explained.
"I didn't like it after a hundred caps and I don't know how many goals I scored for France, I had to play on the left. I didn't hear anyone say, 'Oh, what a nice gesture!' to go on the left instead of players who had less goals and less caps.
"There is only one rule: if the boss asks you to do something, you do it, if it's good for the team. If it's bad for the team, I would get the argument."
Mbappe, however, seemed unperturbed by the chatter around him as he scored PSG's goal in their 1-1 draw at home against Benfica in the Champions League on Tuesday.
