It just feels right. I have been preparing for this for awhile [sic], so I have said my mental good-byes. I will miss the faces I see here every day, but everybody has been really encouraging and has embraced my decision ... I feel like I'm going out with a bang after last week's air shows and I feel great about it creatively and I am thankful to the writers for giving me that. It's been a lot of fun to play and I wouldn't change anything.
As Miss Teen USA, Hennig represented the Miss Universe Organization. Her "sister" 2004 titleholders were Jennifer Hawkins (Miss Universe, of Australia) and Shandi Finnessey (Miss USA, of Missouri), with whom she made appearances, which included a trip to Bangkok, Thailand. During her reign Hennig made numerous television guest and public speaking appearances, including a guest appearance in the NBC soap opera Passions which was part of her prize package. Hennig also worked with a number of other non-profit organizations, including Seeds of Peace, D.A.R.E., Sparrow Clubs and SHiNE.
Her reign ended on August 8, 2005, when she crowned Allie LaForce of Ohio as the new Miss Teen USA.
On April 20, 2007, Hennig joined the cast of Days of Our Lives in the contract role of Stephanie Johnson. In 2010 she received a nomination for the 37th Daytime Emmy Awards in the Outstanding Younger Actress In A Drama Series category. On January 18, 2011, Hennig announced that she will be leaving Days of Our Lives. She was quoted inSoap Opera Digest saying:
Soon after she relinquished her crown, Hennig participated on MTV's The Reality Show where she attempted to win her own show, After the Crown but was eliminated. She hosted the Miss Teen USA 2008 pageant on August 16, 2008 along with co-host Seth Goldman.
From 2011 to 2012, she played the major character Diana Meade in the TV series The Secret Circle based on the books written by L. J. Smith. On May 11, 2012, it was announced that the series would not be returning for a second season. She then appeared in the MTV series Zach Stone Is Gonna Be Famous as Christy. On June 26, 2013, it was announced that the show was also canceled after one season.
Hennig also had a role on the MTV series Teen Wolf as the character Malia Tate. She was promoted to a series regular for Season 4. In 2014 she appeared in the films Ouija and Unfriended.
In 2017, she starred in country music Artist Maren Morris' music video for "I Could Use a Love Song."
In 2018 she starred as Carrie Grey in the Netflix Romantic Comedy When We First Met.