He participated in revolutions and civil wars in Spain, Circassia, Hungary, Nicaragua, and the United States Henningsen was born in Brussels.

[1] His father was John Henningsen (1775–1859), a native of Copenhagen, Denmark, and his mother was Louisa Burke (1789–1842), an Irish heiress.

The family lived in Brussels from at least the time of his birth until the onset of the Belgian Revolution, fleeing due to their pro-Dutch sympathies.

[5] However, Henningsen soon returned to Spain with the rank of lieutenant-colonel and joined the Carlist expedition that threatened Madrid from Aragon.

[5] He fought at the Battle of Villar de los Navarros (24 August 1837), a Carlist victory, earning the rank of colonel.

[5] He later recorded his experiences in Spain in the book The Most Striking Events of a Twelvemonth's Campaign with Zumalacarregui, which he dedicated to Lord Eliot.

[5] On 1 May 1857 Henningsen, along with Walker, surrendered to Commander Charles Henry Davis of the United States Navy and was repatriated.

Henningsen continued to pursue filibuster schemes and fought in the American Civil War for the Confederacy for a year, being made colonel (while still addressed as "General"), and frequently had command of the defenses of Richmond.

He was gentleman of scholarly attainments, and spoke the French, Spanish, Russian, German, and Italian languages with the fluency of a native.