Henry, 34, is back at Arsenal on a two-month loan from New York Red Bulls, and he made an immediate impact on Monday night as he netted the decisive goal to dump Leeds out of the FA Cup.
Koscielny admits the squad have been buoyed by Henry's return, expressing his belief that the club's all-time goalscorer could prove a valuable asset to the side during his short second stint at Emirates Stadium.
"He is leading by example - we saw it on Monday night," Koscielny told Arsenal's official website. "At training, he runs everywhere. It's like he is 20 years old.
"It's thanks to players like him that we all improve. He is one of the greatest players to have played football and the squad needs to look up to him in the next two months to improve.
"Maybe he has missed the atmosphere here, at the club and the stadium. We can see at training that he plays like if he was 20 and as if he had just broken into the first team. He wants to score, to help the team and to improve."