After graduating, he played for the Ayr Raiders of the now-defunct British Hockey League in their final season of existence, finishing third in scoring for his team.
After nearly a year away from hockey, Dennehy returned to his home state and was brought on by his former BC assistant coach Joe Mallen to help out with team practices for Massachusetts.
After five years with the Tigers, which saw the program's first ever NCAA tournament appearance in 1998, Dennehy became the head coach for Fairfield.
His first two seasons saw little success, including a school-worst three-win campaign in his second year, but the college stuck with him and allowed Dennehy to slowly build the program.
Under his leadership, in July, 2022, New Jersey selected Slovakian defenseman Simon Nemec with the 2nd overall pick in the NHL amateur draft in Montreal.