[1][2] McHenry served as a lieutenant in Price's Battalion of Mounted Volunteers and participated at the Battle of Fallen Timbers in 1794, near modern Toledo, Ohio.
In 1811, McHenry served in the Illinois Militia during Tecumseh's War, which culminated in the Battle of Tippecanoe in the Indiana territory.
After the outbreak of the War of 1812, he participated in the attack on the Native American village at Peoria, which was allied with the British.
McHenry served as a major, leading the Mounted Spies, in the Black Hawk War in 1832.
McHenry died on February 3, 1835, in a boarding house in Vandalia, Illinois, which was then the location of the state capitol.