He was best known for his role as Corrections Officer Desi Piscatella on Orange Is the New Black, for which he won the Screen Actors Guild Award for Outstanding Performance by an Ensemble in a Comedy Series in 2016.

[7] He appeared in October Road, Around June, The Amateurs, World Trade Center, In the Valley of Elah, Choke, Sherrybaby, Must Love Dogs and Fury.

[7][8] His television career includes roles in Arliss, ER, Dexter, Lost, Justified, The Office, Orange Is the New Black, Sneaky Pete, Grimm, Big Sky, and MacGyver (2016).

[7][9] Henke's breakout role was on Orange Is the New Black as Desi Piscatella, a gay corrections officer at Litchfield Federal Penitentiary.

[14][15] In another post dated June 29, 2021, he stated that he had two stents put in his heart, and that his spleen and half of his pancreas were removed to treat a "golf ball sized" tumor.