The USA international has found game time difficult under former boss, Thomas Tuchel this term.
Newsonline report that the 23-year-old was linked with a move away from Chelsea over the summer amid interest from Manchester United and Newcastle.
But the winger ended up staying at Stamford Bridge and Henry said he is perplexed by the situation.
“I think by now we would have known if he could play,” Henry told CBS Sports.
“He has been at Chelsea for a very long time. I thought Christian Pulisic was going to leave. I think it was time for him to leave. But he didn’t.
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“It’s over. That’s going to be the case up until the World Cup. He has to find a way to play. Raheem Sterling is in front of him.
“They also have Pierre-Emerick Aubameyang. But I thought [Pulisic] was going to leave.”