Born near Ballymena County, Ireland, McHenry was tutored privately.
He was admitted to the bar in 1818 and commenced practice in Leitchfield, Kentucky.
In 1821, he served as a major of the Eighty-seventh Regiment of Kentucky Militia, in 1821.
He moved to Owensboro, Kentucky in 1854, and served as judge of the circuit court of several counties in 1854.
This article incorporates public domain material from the Biographical Directory of the United States Congress