Born Heinrich Hensche, in Gelsenkirchen, Germany, Henry came to the United States by way of Antwerp, Belgium.
He is listed on the ship's manifest as age 11 years old when he arrived at Ellis Island aboard the British steamship S.S. Kroonland on March 3, 1909, with his sister Erna, and his father Fritz (later changed to Fred).
Several students at the Institute had previously studied with Charles Webster Hawthorne at the Cape Cod School of Art.
Hensche admired their techniques with color and decided to leave the Institute (which was not an easy decision) and travel to Provincetown, Massachusetts.
By the spring of 1919 he had made it to the Art Students League in New York City and took classes with, among others, George Bellows.
Hensche found in Hawthorne the "bright and savage colors" that he had first seen back at the Art Institute of Chicago.
What was needed was a way to put his principles into some kind of teachable form...in the America of that day, William Merritt Chase was the most famous teacher.
Hensche married fellow artist Ada Rayner, an English immigrant who had worked as a governess when she first arrived in America.
Another of Hensche's students was Betty Warren, who founded her own art school at Malden Bridge, in Upstate New York.