[1] He was born in the United States and started his musical career in Montreal, Quebec in 1920.
Throughout the 1920s and 1930s, Denny led dance bands with a conventionally styled orchestra during the 1920s, playing at various venues, including the Mount Royal Hotel in Montreal, Canada.
In 1931, he relocated to New York City, where he played at the newly opened Waldorf-Astoria Hotel the following year.
Denny's band quickly gained popularity among the high society clientele of the Waldorf-Astoria, prompting him to develop a sweet and marvelous sound that had no brass section.
[2] The Waldorf-Astoria Orchestra consisted of four saxes, three violins, bass, piano, and drums, with the pianist sometimes doubling on accordion.