The Gunners will defend a 2-0 lead from the first leg at Highbury, and have been boosted by the news that man-of-the-moment Cesc Fabregas has been passed fit to make the trip to Turin.
Defender Emmanuel Eboue is also a fitness worry because of a groin problem, but will also travel.
Veteran Sol Campbell is on standby for what would be a dramatic reintroduction to first-team action, while French youngster Abou Diaby is ready to step into midfield should he be called upon.
And according to Henry, whoever takes to the field for Arsenal at the Stadio delle Alpi, they must be in the right frame of mind for the challenge.
"It is good to go to Turin on the back of a result like that [against Villa] but the Champions League is another competition, and we will see how we do on Wednesday," the Arsenal captain reflected.
"Football can always reserve you some surprises and you always have to stay cool and calm."
Henry added: "Juventus at home are a completely different proposition to the team we played at Highbury. They will do everything to make it as difficult as possible for us, and our players need to know that."
Henry knows the Gunners' magnificent performances in Europe this season which included a stunning victory over Real Madrid at the Bernabeu in the last round will count for little if things go horribly wrong in Turin.
"This will be the most difficult game of our Champions League campaign this season," the French striker declared.
"What we have done so far will be irrelevant if we do not reach the semi-finals. But our greatest motivation is that we know everything is possible if we play as we did in the home game."
Juve will be without suspended midfielder Patrick Vieira, as well as Mauro Camoranesi and defender Jonathan Zebina on Wednesday.
Czech international Pavel Nedved will, however, return after serving a ban for the first leg and striker Alessandro Del Piero is facing a race against the clock to recover from a thigh injury.
"I am ready for the return leg," said Nedved. "I will give everything I have to help my team win, hoping that it will be sufficient."
He added: "Arsenal will have to sweat because Juve is a team that fights until the end. We believe that we can qualify and until we are eliminated we will not give up. The only certainty is that we cannot make any mistakes."
Juve failed to recover from last week's slip at Highbury, and were held at the weekend to a goalless draw by Treviso, the bottom side in Serie A.
However, Capello's side escaped unharmed, Scudetto contenders AC Milan losing 1-0 at Lecce and allowing Juve to extend their lead to nine points with just six games remaining in the season.
"We really wanted to get a win," lamented former Chelsea winger Adrian Mutu.
"Unfortunately we failed to take advantage of the 15 or so goalscoring chances we created. We hope to improve in front of goal starting on Wednesday because we must do well against Arsenal."