Sanchez, who is continuously linked with an exit from the club, netted twice at Selhurst Park, as the Gunners won 3-2.
The Chilean put Arsenal back in front against Palace after neat link-up play with Alexandre Lacazette, but was only congratulated by a handful of his teammates.
He was then seen gesturing to those who didn’t join him in the celebrations.
“There is a division in the team,” Henry said on Sky Sports
“He is asking them to come. ‘Why are they not coming? Don’t you want to celebrate?’
“You’re not here for Alexis Sanchez, you’re here for Arsenal. Arsenal scored. Go and celebrate. Whoever does it, we don’t care about that, go and celebrate with your team-mate.
“Maybe we are reading too much into it but I noticed it. Sanchez made me notice it. It was like he thought he was alone.”