The former Gunners striker was given the Monaco job after Leonardo Jardim last year, giving him his first step into management.
After being given the job in October, Henry was out of a job in January after winning just four games.
The Frenchman struggled to fit into life in the managerial hottest, and lost 11 of 20 games, and was sacked with Monaco 19th in the table.
And now, Golovin has revealed that his attitude in training never made him popular within the squad.
“Maybe Henry didn’t kill the role of the player inside of him,” the 22-year-old said to The 42.
“When things weren’t working out during practice he would get nervous and yell a lot. Maybe it was unnecessary.
“He was a very strong player and the only players near his level at Monaco are maybe [Radamel] Falcao and [Cesc] Fabregas.
“He would try to go out onto the field and show us how to practice and yell.
“Maybe a different manager would say ‘let’s go, get it together’, but he would get nervous right away and run onto the field and start playing and showing us things.
“He would scream ‘try to get the ball away from me’. Players were mostly calm, but maybe they were in a bit of a shock.
“You could tell he didn’t fully transition into the role of manager.
“There were times when he would feel hurt and not talk to us and review tactics for hours.”
Jardim returned to Monaco after Henry was dismissed, and their fortunes have slowly started to turn.
And Golovin explained that he feels Jardim’s return has given the squad a lift.
“After Jardim came back, positivity during training came back,” he continued.
“It’s much harder being the main coach rather than the fun assistant manager when you realise everything is on your shoulders.
“He wanted to advance the youth at the club and brought up 6 players to train with the main team. He trusted young players and I liked that.”