By Chris Harris

Thierry Henry firmly believes that Arsène Wenger's squad have what it takes to respond to their San Siro setback.

The Frenchman completed his second spell with the Gunners on Wednesday night amid the gloom of the Club's heaviest loss in European football. Players and fans alike left Italy under a cloud following the 4-0 defeat to AC Milan and Henry felt it as much as anyone.

All the same, as he left England for the United States and a new MLS season with the New York Red Bulls, Henry issued a reminder that every team suffers lows before they can scale the heights.

"Even the generation before that won the Double in 1998 or 1971, they had some very bad moments," he told Arsenal Player. "So that is what I would like to say to the fans: do not forget that.

"It was not always nice and pretty, you have to remember that we had some times where we just wanted to go home at the end of the game. The difference is how this team can react and I think this team can do that.

"We realise it is going to be a hell of a task but who knows? The Sunderland game is just around the corner so we have to go there and win."

Arsenal's Champions League may be hanging by a thread but a top-four finish and the FA Cup are still up for grabs. And Henry insists that Arsenal need their supporters more than ever right now.

"You have to remember that you go through moments where it is not always nice," he said.

"If you are an Arsenal fan then you are an Arsenal fan, that's the way it is. Once a Gunner you are always a Gunner, you can't change.

"I can't talk for people whose families have supported Arsenal forever. But I am sure if you talk to their parents, and their parents too, they will tell you to enjoy this generation because they had some bad moments.

"I am sure the fans will understand that they have to stay with the team. We all need to be together because it's the same when the team is winning and also when you lose."

Watch the full interview with Thierry on Arsenal Player soon.

Copyright 2014 The Arsenal Football Club plc. Permission to use quotations from this article is granted subject to appropriate credit being given to www.arsenal.com as the source 17 Feb 2012