Mr. Hennig got his start in horse racing while working for his father, trainer John Hennig. While attending Grove City High School, he worked before and after school helping at the barn. He graduated from high school in 1982, and studied veterinary medicine at The Ohio State University. During the summers he returned to horse racing, and went to Saratoga with trainer Neil Howard in 1984. He then went to work for Hall of Fame trainer Jack Van Berg in Southern California in May 1987 at age 22. Hired by Hall of Fame trainer D. Wayne Lukas in September 1987, he became his assistant in New York for two years, and was thereafter entrusted with his own division at Churchill Downs, Keeneland, Gulfstream Park and various other racetracks. In 1995 he moved his stable to New York, and began training horses for Edward Evans, but have since split.