The son of a Paisley carpenter and architect, Henning began modelling portraits in wax after seeing an exhibition of wax figures in his home town. His portrait medallions became very popular and he obtained a wide range of sitters, including Sir Walter Scott, James Watt and Princess Charlotte, daughter of George IV. In 1812 he visited London to see the newly arrived Elgin marbles. Intending to stay only two weeks, he spent the next twelve years drawing and making models of the Parthenon friezes, encouraged by Princess Charlotte. Assisted by his son John, Henning carved replica friezes for the decoration of buildings such as the Athenaeum in Pall Mall, London. Unfortunately, his smaller replicas in plaster were unprotected by copyright and were heavily pirated.