Jose Mourinho's men took the first step towards a potential treble of silverware in 2014-15 by beating Tottenham 2-0 at Wembley on a day that saw title rivals Manchester City beaten at Liverpool to trail leaders Chelsea by five points having played a game more.
The Champions League last 16 tie between Chelsea and Paris Saint-Germain is finely poised at 1-1 after the first leg in the French capital and media pundit Henry believes Mourinho's men can go all the way in Europe and in the Premier League.
"I think they can," the former Arsenal striker told Sky Sports.
"They have all of the quality required to win the treble.
"Time will tell. But that PSG game will be a massive task for them.
"I'm so eager to see that game against Paris Saint-Germain. That will be massive. If they beat PSG, you have to go through maybe Bayern Munich, then Real Madrid and Barcelona. Time will tell. But that PSG game will be a massive task for them."
