Born into a wealthy family in St. Louis, Missouri to Judge Thomas Carey Hennings, his father was an influential member of the Jefferson Club, an organization dedicated to overthrowing the bossism of the city's Democratic Political Machine.

Hennings Jr. attended Soldan High School, and displayed talents in athletics, going on to run track and field at Cornell University.

During the Second New Deal, he worked towards establishing an African American branch of the Civilian Conservation Corps at Poplar Bluff, Missouri.

Hennings was circuit attorney from 1941 to 1944, taking leave of absence in September, 1941 to volunteer in active duty in the United States Naval Reserve.

Hennings' daughter Karla Ann was briefly married to White House Counsel John Dean who would later be deeply involved in events leading up to the Watergate burglaries and the subsequent cover-up.