McHenry played 10 games in the SANFL in 2019, where he averaged 18.4 disposals. He had his best game for the year against Norwood in the semi-final, where he kicked 4 goals, had 17 disposals, took 4 marks and laid 5 tackles.[5] Despite this, he was unable to break into the main side until 2020. McHenry debuted in the 2nd round of the 2020 AFL season, against the Port Adelaide Power.[6] In his first game, he picked up 12 disposals and kicked two behinds.[7]
McHenry showed promising signs of improvement in a pre-season match in February 2024,[8] but following only 10 games in the 2024 season, McHenry was delisted by the club.[9] Wearing number 25, McHenry played 70 games and kicked 32 goals for the club across his five years of playing at AFL level.
McHenry was delisted from the Adelaide Crows following the 2024 season.[10]