A competitive small forward, McHenry hails from the Geelong Falcons. Adelaide drafted McHenry with pick No. 16 after he ranked No. 1 for tackles at the Under-18 Championships with Vic Country. In his first pre-season at Adelaide, he finished equal-first in the Club’s 2km time trial alongside Wayne Milera. McHenry made a strong start to his Club career in the SANFL before injuries sidelined him for 11 weeks. However, he returned for finals footy with a four-goal performance in the semi-final against Norwood. McHenry made his AFL debut in Round Two, 2020 and went on to play eight games.