The 43 year old is returning to London after 15 months with the Major League Soccer club. Montreal were forced to relocate to the United States last season due to the coronavirus pandemic and Henry was unwilling to leave his family behind again in Canada.
Henry said in a statement: “It is with a heavy heart that I’ve decided to take this decision. The last year has been an extremely difficult one for me personally.
“Due to the worldwide pandemic, I was unable to see my children. Unfortunately due to the ongoing restrictions and the fact that we will have to relocate to the US again for several months will be no different. The separation is too much of a strain for me and my kids.
“Therefore, it is with much sadness that I must take the decision to return to London and leave CF Montreal.
“I would like to thank the fans, players and all the staff of this club that have made me feel so welcome.”
Olivier Renard, CF Montreal’s sporting director, said: “Thierry’s departure is unfortunate and premature because this was very promising, but he informed me of his desire to be back with his family because the situation was and remains very difficult for both him and his family.
“I want to thank him, first on a human level because he led the players by example last year by being away from his family, but also from a sporting level and for what we have built together since his arrival.”