He joins the coaching team of Roberto Martinez, who replaced Marc Wilmots at the start of August.
“Thierry is an important figure,” said former Everton boss Martinez. “He will bring something different. He agreed right away to join us.”
Henry, 39, tweeted: “Honoured to be assistant coach, very excited, can’t wait.”
Henry will work alongside Graeme Jones, who served with Martinez at Swansea, Wigan and Everton.
Martinez also named his first senior squad on Friday, ahead of their friendly against Spain on Thursday 1 September.
The Spaniard took over from Wilmots, who was sacked after Belgium were beaten 3-1 by Wales in the quarter-finals of Euro 2016.