He spent much of the 2005 season in the major leagues, making 21 starts and posting a 4.64 earned run average (ERA).

He became a relief pitcher full-time in 2007, spending the entire season in the majors and closing for the Giants part of the time.

[2] He began his career with the Salem-Keizer Volcanoes of the Single-A short season Northwest League, where he had a 1–0 record, a 2.38 ERA, 22 strikeouts, and 34 innings pitched in nine starts.

[4] While pitching in an instructional league later that year, Hennessey began experiencing soreness that was initially attributed to a muscle strain but turned out to be a non-cancerous tumor in his back.

[5] Hennessey began 2003 in extended spring training but pitched for the Hagerstown Suns of the Single-A South Atlantic League from June 14 to the end of the season.

He began the 2004 season with the Norwich Navigators of the Double-A Eastern League, where he had a 5–5 record, a 3.56 ERA, 55 strikeouts, and 101 innings pitched in 18 starts.

He was called up to make a start on May 1, and he gave up three runs over seven innings while earning the win in an 8–3 victory over the Pittsburgh Pirates.

[12] After the game, he was returned to Fresno to make room for Jeremy Accardo on the roster, but he was called up on May 12 to replace the injured Jason Schmidt in the rotation.

[13][14] He made four starts on this stint; after he gave up six runs in two innings in a 6–5 loss to the Phillies on June 2, he was replaced in the rotation by Jeff Fassero and returned to Fresno.

[17][18] Facing the St. Louis Cardinals that day, he pitched seven shutout innings and earned the win in the Giants' 2–0 victory.

[20] In a start against the Brewers on July 28, Hennessey pitched 7 shutout innings, striking out seven and allowing only three hits, and won the game 3–0.

[22] He ended up making 21 starts for the Giants, tallying a 5–8 record, a 4.64 ERA, 64 strikeouts, and 52 walks in 118+1⁄3 innings pitched.

[28] On August 11, Giants' manager Felipe Alou announced that Hennessey would replace the struggling Wright in the rotation.

[29] In his first start since rejoining the rotation on August 14, he threw 5+2⁄3 shutout innings, earning the win in a 1–0 victory over the San Diego Padres.

[1] At the beginning of June, he was named the closer by Giants' manager Bruce Bochy after Armando Benítez was traded.

[40] On September 15, he threw the only complete game of his career, allowing three runs in eight innings in a 3–1 loss to the Arizona Diamondbacks at Chase Field.

[43] Spencer Fordin of MLB.com wrote that Hennessey was "consistently hyped as a favorite to break camp in the rotation" for the Orioles.

[47] He spent the 2010 season with the Rochester Red Wings of the Triple-A International League, posting a 1–3 record, a 7.76 ERA, 13 strikeouts, and eight walks in 26+2⁄3 innings.