He fought in the First Carlist War, after entering as a volunteer in the service of Don Carlos in 1834. Henningsen rose to be captain of bodyguard to the Carlist general Tomás de Zumalacárregui. After the signing of the Lord Eliot Convention in April 1835, at which he was present, Henningsen returned to England. However, Henningsen soon returned to Spain with the rank of lieutenant-colonel and joined the Carlist expedition that threatened Madrid from Aragon.