While still in his youth, Hennings and his family moved from Pennsgrove, New Jersey to Chicago. Later, Hennings studied at the Art Institute of Chicago and graduated with honors. After his graduation, he journeyed to Munich to study under Angelo Junk and Franz Van Stuck at the Royal Academy. At the outbreak of World War I, he was forced to leave Germany and returned to Chicago where he worked with a commercial art studio and painted murals for a number of public institutions.
In 1917, at the urging of Carter Harrison Jr., Hennings moved to New Mexico and by 1921 was elected to membership in the Taos Society of Artists.
During this time, Hennings' works gained national acclaim as he was invited to have a solo exhibition at Marshall Fields and Co. in Chicago. While in Chicago, he met his future wife, Helen Otte. The couple spent the next sixteen-months on a wedding trip across Europe. In 1928, they returned to settle in Taos and raise a family.
From 1916 to 1938, Hennings' works were awarded more than a dozen national prizes, including eight major exhibition prizes. In 1955, the Santa Fe Railway commissioned him to do several paintings on the Navajo reservation, which was his largest commission project.
In 1956, Hennings died of a heart attack at the age of seventy in Taos.