New York (Reuters) - Thierry Henry is leaving Major League Soccer's New York Red Bulls, the former France and Arsenal striker said on Monday.

Henry's contract finished at the end of the current season and the Red Bulls missed out on the title-deciding MLS Cup after losing the Eastern Conference final to the New England Revolution.

"I am taking this opportunity to announce that unfortunately Saturday was my last game for the New York Red Bulls," Henry said in a statement.

"The decision has always been that I would leave after the duration of my contract and although that was never going to change, I didn't want it to distract from the progress of the team.

"I have immensely enjoyed my four and half years here and would like to thank everyone involved with this club who has made my time here so enjoyable."

Henry, 37, has not decided whether to continue his career with another club or retire from playing. "I will now take the next few weeks to reflect and decide on the next chapter of my career," he said.