Taken out of Youngstown State University, Hennessey sported an killer slider that was his out pitch and a fastball that could reach the mid-90s (though he had to dial it down to the low-90s/high 80s to control it). His career almost never got on track as he missed 2002 and most of 2003 to have two benign tumors removed from his back. But through hard work Hennessey came back in late 2003 and made it to the Show in 2004. For three seasons, Hennessey bounced between Triple-A and the big club. After working mostly as a starter, he found big league success in the bullpen. Hennessey was an effect reliever in 2006 and in 2007, after Armando Benitez was traded, he inherited the closer job and converted 19-of-24 saves. Unfortunately, that was as good as it got for Hennessey. He was awful in 2008 and was allowed to leave as a free agent following the season. He signed with Baltimore in November 2008, but was released on June 11, 2009 without having thrown a pitch for the Os.