The Gunners legend has criticised his former club's failure to knock the ball over the top their £52m record signing.
He thinks playing more direct will ensure Arsenal get the best out of the ex-Lyon man.
Speaking on Monday Night Football, Henry said: “Granit Xhaka has it in his locker to play the ball over the top.
“He has an amazing left foot. If he has time on the ball he does not need to play through the middle sometimes.
“Why do you want to play what I call ‘the Arsenal ball’ to the winger who comes in the pocket? Why don’t you play the other ball?
“That’s the best ball in the game because you go straight to goal. They don’t like it.
“Does he lose the ball? No he doesn’t lose the ball. Does it look pretty? Yes, it looks pretty. But we want to go to goal.
“That’s where we want to go. It is not difficult for Xhaka. They are going to have to learn with Lacazette.”
Henry also thinks that Wenger must use the 26-year-old as a No.9 and resist the urge to play him out wide, even though target man Olivier Giroud came off the bench to score on Friday.
“When the big man comes back and hopefully he is going to come back soon, Alexis Sanchez, he is going to play on the left.
“I think Lacazette is going to play in the centre. That is where I would like to see him play.
“Giroud can offer a lot and he showed that [against Leicester] but I would love to see the partnership that Sanchez and Lacazette can create.”
