Henry is in command of France’s Under-21 team and getting ready to captain his nation’s Olympic squad in the Games in Paris next month. Henry has managed Monaco and Montreal Impact.
Due to his studies for his coaching badges with the Football Association of Wales (FAW), the 46-year-old has ties to Wales.
Wales’s failure to qualify for Euro 2024 led to Page’s dismissal from the FAW last Friday, ending his three and a half years as head of the organization.
With no match scheduled for Wales until their home opener against Turkey in September, the governing body intends to take its time in selecting a replacement.
Henry is one of the finest players of his time and is still well-known as a television pundit and the coach of France’s Under-21 team, so his appointment would be even more high-profile.
Though the FAW would not be able to pay Henry as much as some other national associations, the governing body feels that its financial limitations would not necessarily stop a deal from happening because Henry would be able to continue his lucrative media and sponsorship work if he was Wales manager.