After Abitur in 1951 at the Döbelner Realgymnasium (Lessing secondary school) he studied piano and conducting with Oskar Halfter and Martin Flämig as well as musicology with Walter Serauky and Hellmuth Christian Wolff at the Leipzig University.

In 1964, at the request of the conductor Herbert Kegel, Hennenberg was appointed Paul Dessau Concert editor of the MDR Leipzig Radio Symphony Orchestra, initially freelance, from 1974 to 1979 under fixed contract.

At the radio he promoted contemporary music and made guest appearances with Luigi Dallapiccola, Hans Werner Henze, Boris Blacher, Ernst Krenek, Cristóbal Halffter, Witold Lutosławski, Luigi Nono and Krzysztof Penderecki, in a concert series called Composers as Interpreters.

From 1969 he worked together with the singer Roswitha Trexler, also as an accompanist, and gave guest performances with her in Austria, Switzerland, Denmark, the USA and other countries.

Numerous guest lectures and workshops, among others at Harvard University in Cambridge, the Eduard-van-Beinum-Foundation Amsterdam, the University of San Diego, the Schoenberg Institute Los Angeles, the Hochschule für Musik und Theater Hamburg and Hochschule für Musik und Tanz Köln and the Mozarteum Salzburg.