"Thierry is an important figure. He will bring something different. He agreed right away to join us," said ex-Everton Martinez, who was appointed at the start of the month to succeed the sacked Marc Wilmots.
"Honoured to be assistant coach @BelRedDevils. Thanks to Roberto Martinez & the Royal Belgian Football Association. Very excited.Can't wait," Henry tweeted.
Henry, 39, finished his glittering playing career in 2014 with New York Red Bulls after previously starring for Monaco, Juventus, Arsenal and Barcelona.
He left the latter role in July because Gunners boss Arsene Wenger did not want Henry juggling his coaching with his punditry.
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"He is someone who knows how to develop a collective mentality, how to work together to win," said Martinez.
"He won the World Cup in 1998 and has the experience to achieve great things."
Henry, who is joined as an assistant by Englishman Graeme Jones, was not present at the press conference as Martinez announced his first squad since becoming coach.