Though it's not a crime to express a liking for a particular football team, you cannot down play or "insult" the other opponent's team as it is often seen as disrespect and cheap.
In this case, Usain Bolt who just posted a picture of him together with Arsenal legend, Thierry Henry.
The problem is, Bolt cheekily mentioned that he was a fan of Manchester United, one of Arsenal's fiercest rival in the English Premier League and how Henry "played for the wrong team". Although this picture got a lot of "likes" on Instagram, there were a couple of comments from followers (presumably Arsenal fans), who were not too impressed.
The only plus is that this is on his personal account and not for a particular brand. Imagine the PR nightmare the brand has to go through if this were to happen? However, personal or not, if you want to be a well respected ambassador for brands, you should not take sides let alone belittle the competition.