After Liverpool had booked their place in Saturday night's final, after winning their semi final against Villarreal, Salah instantly revealed he wanted to face Real in Paris.
The Egyptian did not hide that it was due to the Spanish giants getting one over the Reds back in 2018, in the final in Kyiv, with Salah having to come off injured in the first half, thanks to a 'judo throw.'
However, instead of getting revenge, Salah was left feeling disappointed once again against Real, as Vinicius Junior's second half goal was enough to seperate them.
Henry has now warned him that he shouldn't be speaking before the game, and instead wait till he's won before opening his mouth.
"We have said it so many times, it’s about putting the ball into the back of the net. They [Real Madrid] have one on target and they score," the Arsenal legend said.
"Liverpool had a lot. But they faced Thibaut Courtois. Remember what I said in the semi-final, people don’t give him the credit he deserves. He’s one of the best keepers in the world and better than Ederson. And he’s shown it tonight.
"I always say something, don’t talk before a final. Beat Real Madrid, then talk and say, ‘it was revenge and all of that’. When you talk before a final, you have to win it."
Salah, along with many of his teammates, may well have scored if it wasn't for the brilliance of Thibaut Courtois in the Real goal.
The former Chelsea goalkeeper put on one of the great final displays and then revealed his annoyance at some of the UK press, showing Salah which way round to air your grievances.
"I needed to win this final to put respect on my name. Because I don't get enough respect, especially in England," the keeper said after the game.
"...There was a magazine, in March, that didn't put me in the top 10 [goalkeepers in the world]. I don't think they have to put me as number one but not to be put in the top 10 - it's strange.
"I guess it is to do with how I left Chelsea but I won twice the Premier League in England, I don’t think I ever really get recognised for it, especially after my first year with Madrid.
"A lot of people laughed at me but here I am as a winner so it is a nice comeback."
Salah, and his teammates soon had to put their disappointment behind them, as they were part of the trophy parade through the city of Liverpool, to celebrate the FA Cup and Carabao Cup success.
It was the second time in a week that the former Roma forward had to swallow his dejection and come back to be appreciated for his achievements.
Last week, shortly after the Reds missed out on the Premier League title, the 29-year-old had to collect the Golden Boot and Playmaker of the Year awards, something he didn't look too pleased about.