He entered private practice in Milwaukee, Wisconsin in 1897, maintaining that practice until 1912, aside from service as the United States Attorney for the Eastern District of Wisconsin from 1901 to 1910.

He was an Assistant United States Secretary of Labor from 1921 to 1925.

[1] Henning received a recess appointment from President Calvin Coolidge on April 24, 1925, to a seat on the United States District Court for the Southern District of California vacated by Judge Benjamin Franklin Bledsoe.

He was confirmed by the United States Senate on December 15, 1925, and received his commission the same day.

[1] Following his resignation from the federal bench, Henning returned to private practice in Los Angeles, California, Washington, D.C., and New York City, New York from 1930 to 1937.