With a replacement still not having been appointed since Dai Young left to join Wasps in the summer the sensational move didn't seem beyond the realms of possibility.
However Thomas insists the pair's friendship will not result in Henry arriving in Cardiff.
"There has been no discussion whatsoever for Graham Henry to come and coach the Cardiff Blues," said Thomas.
"I know he is coming to the UK in the near future and I'm sure he'll spend some time in Wales and if the opportunity arises I would be delighted for him to visit and have a look at the Cardiff Blues set-up.
"But there is no thought whatsoever on Graham Henry coming to coach the Cardiff Blues."
Members of Warren Gatland's Wales coaching staff Shaun Edwards and Rob Howley have also been linked with the vacant position.
However Thomas maintains the club - currently being led by Young's former assistants Gareth Baber and Justin Burnell - is not in a rush to make a decision.
"We'll take stock of where we are...a third of the way through the season," said Thomas.
"We'll get our World Cup players back and the board will decide which way that we'll be going for the rest of the season."