Wenger said: “Thierry will not be involved as it would not be fair to play the big players in the final.
“I will play the players who have played in the whole campaign. He (Henry) has known from the start he would not be involved in that competition.”
He added: “Youngsters like Denilson have played in the League Cup and learnt from it and gained experience.
“I say today he (Henry) will not play on February 25 but if we have three injuries he will play. You can never say never in our job.”