Here's what Henri said photography meant to him:
"To take photographs is to hold one's breath when all faculties converge in the face of fleeing reality. It is at that moment that mastering an image becomes a great physical joy.
"To take photographs means to recognize -- simultaneously and within a fraction of a second -- both the fact itself and the rigorous organization of visually perceived forms that give it meaning. It is putting one's head, one's eye, and one's heart on the same axis.
"As far as I am concerned, taking photographs is a means of understanding which cannot be separated from other means of visual expression. It is a way of shouting, of freeing oneself, not of proving or asserting one's originality. It is a way of life." (From The Mind's Eye. I think this originally was in Images a' la Sauvette)
He didn't specifically say, "I am not an artist," but he sure didn't say he was. Without question he was one of the great artists of the twentieth century, but he didn't think of himself that way. He always downplayed photography as art. He wanted to be a painter.