Henry: I can't leave Arsenal

Chelsea made an informal inquiry through a third party to Dein and he was told in no uncertain terms that the striker, who played in yesterday's 1-0 win over Blackburn that took Arsenal back to the top of the Premiership, is not for sale at any price.

The Blues had a formal, faxed offer rejected last summer and Chelsea's acting chief executive Paul Smith said: "In the summer there was talk of Chelsea moving for Thierry, but Arsenal made it clear he was too central to their plans. I can see why."

Manager Claudio Ranieri added: "Thierry's a very good player but Arsenal will not sell him. I do not know whether Chelsea made a bid. I am not Mr Abramovich."

It was reported yesterday that Chelsea's billionaire owner Roman Abramovich made an offer for Henry at last week's Champions League match between Arsenal and Lokomotiv Moscow. Dein was quoted as saying he had turned down a formal bid for Henry, but Chelsea believe his words were misinterpreted.

Smith added: "David Dein called me yesterday to apologise and sent his apologies to Roman. The journalist put two and two together and got five. Roman was at the game as a spectator and there's nothing in it whatsoever."

Dein also denied that Arsenal rejected a £50million bid for the 26-year-old. He said: "Mr Abramovich didn't table a bid and we didn't refuse it. There was a face-to-face meeting and a formal inquiry but we told Chelsea that Thierry was not for sale at any price, £50m or £150m - that's not the point. It makes no difference what the figure is. He's not for sale. But I would stress that Chelsea's conduct was entirely proper."

Meanwhile, Joe Cole will be available for Chelsea's Christmas games against Charlton and Portsmouth after the club decided to appeal against a two-match ban imposed for last season's punch-up at Bolton.

The midfielder was finally given a two-game suspension and £15,000 fine by the FA last month for his behaviour after a tense match between relegation rivals West Ham and Bolton last April.

Cole, Hammers captain at the time, threw a punch at Bernard Mendy before allegedly causing damage to the canvas tunnel. He was charged with improper conduct as well as using abusive words to an official.

The club are appealing against the verdict and the severity of the punishment. Cole admits using abusive language but denies it was aimed at the fourth official. He will make a personal appearance before an FA disciplinary panel in the New Year.