French daily Le Parisien reported that Henry had spoken to Domenech at France's training camp last Friday, the day before the team's World Cup qualification hopes were hit by a 1-1 draw at home to Romania.
It quoted Henry as telling Domenech: "We are getting bored during your training sessions. In 12 years with the French team, I have never been in such a situation.
"We do not know how to play, where to be on the pitch, how to organise. We do not know what to do. We have no style, no guidelines. It is not working."
Asked if he had said those words, Henry told French television channel TF1: "No."
"Nothing happened on Friday," the Barcelona striker added.
"We had a discussion as often happens between a team and their coach but it was a rather constructive discussion."
He declined to disclose what they had talked about, saying "such a discussion must stay between the coach and the players, inside the castle".
In a televised statement published on the French federation website, Domenech said the atmosphere among his squad was "super" and "exceptional".
Henry shared his coach's view.
"I have been saying so for a long time, there is a super atmosphere among our squad but it's very difficult to relay such a message when you don't win games," said the striker, France's top scorer with 49 goals from 112 caps.
"The only thing we have to do is to qualify for the World Cup."
France travel to Serbia on Wednesday trailing them by four points in Group Seven with three games to play and are likely to need a playoff to book their ticket to the 2010 World Cup.
