Arsene Wenger has refused to rule out another return to Arsenal for Thierry Henry after the Gunners legend said farewell to the Premier League with a dramatic winner at Sunderland. Henry came off the bench and struck in stoppage-time as Wenger's side came from behind to beat Sunderland 2-1 at the Stadium of Light on Saturday. The France forward, who rejoined Arsenal on loan from New York Red Bulls, returns to America after Wednesday's Champions League second round first leg trip to AC Milan and this was his final appearance in the English top-flight, for the moment at least. Asked if Henry may come back again, Wenger said: "We'll see next season, he might want to stop at some stage. "I felt it might haunt me because when he goes again, people would say, 'Why did he not stay?' "Thierry finished the story of the legend. I hope he reacts in the Champions League on Wednesday. "It shows they never lose it, these players. Exceptional talent survives, you have that at Manchester United with Ryan Giggs and Paul Scholes, and we have it with Thierry." Arsenal trailed to Irish winger James McClean's 70th-minute goal, but hit back five minutes later through substitute Aaron Ramsey, whose shot went in via both posts. Then Henry, introduced in the 66th minute, took centre stage as he guided in fellow substitute Andrey Arshavin’s cross from close range. Wenger added: "Thierry got us the three points in a very difficult game. Sunderland were resilient and well-organised and they tried to catch us on the break every time. "It was a spirited performance, but I thought we were intelligent, patient and resilient." Arsenal players complained when Sunderland scored, claiming McClean should have stopped playing after centre-back Per Mertesacker had gone down with what proved to be ankle-ligament damage. Yet Wenger said: "I thought about it after the goal, but you cannot demand that. You don't know whether the guy has gone down because of injury or if he has slipped. "We were unfortunate because Mertesacker told me he got pain in his ankle and couldn't move. "We are a bit worried about it because he goes home on crutches and he's done some ligament damage. How deep the damage, we have to check. But, for sure, he is out for Wednesday." It was Martin O'Neill's first home defeat as Sunderland manager after going unbeaten in six on Wearside, and he said: "I thought we didn't deserve to lose. "They won't have Henry next weekend when we play them here in the FA Cup. He has been a terrific player in the Premier League and he's scored again. "But from our point of view he shouldn't be allowed to find the net from that distance. "Maybe the exertions from extra-time at Middlesbrough on Wednesday evening took a toll on us a little. "We were tired but perhaps the tables will be turned next week when we've had a week to rest and they've played in midweek. "We put our heart and soul into the game and we’re disappointed to lose from a winning position. "If you're not going to win it, then at least you make sure you don't lose it, so it's disappointing and something we need to learn from. "We thought we had a penalty in the first half for a Mertesacker handball. On most occasions the referee would have given it."