In 1976, McHenry served as a member of President Carter's transition staff at the State Department before joining the U.S. Mission to the United Nations.

In August 1979, McHenry was the principal negotiator for the United States when a Soviet airliner carrying Russian ballerina Lyudmila Vlasova was prevented from taking off by Port Authority Police.

Acting Secretary of State Warren Christopher had ordered the interception because Vlasova's husband, Alexander Godunov, who had defected two days earlier, had expressed his belief that his wife was returning to the Soviet Union against her will.

Vlasova steadily maintained that she was returning voluntarily, but the U.S. representation was unwilling to accept her statement unless they could speak with her in the absence of Soviet officials.

Ambassador to the U.N. after meeting with a representative of the Palestine Liberation Organization, against U.S. policy, and making controversial remarks on political prisoners in the U.S.

In 2004, McHenry was among 27 retired diplomats and military commanders who publicly said the administration of President George W. Bush did not understand the world and was unable to handle "in either style or substance" the responsibilities of global leadership.