Henwood was born in 1978 to Ray and Carolyn Henwood. Henwood studied Theatre and Film at Victoria University of Wellington, graduating with a BA in eastern religions, before winning 'Best New Face' on TV2's Pulp Comedy in 1999 and a Billy T Award in 2002. In 2004 and 2005 he toured the shows The Hot Stepper and Champagne Table Tennis, and also performed at the Tokyo Comedy Store and in Melbourne and around Britain. Henwood has stated his great-grandfather was Welsh international rugby player, Dick Jones Henwood spent a period on TV3's Sunrise morning show, as the gadget guy, giving humorous reviews of the latest gadgets. He has recorded a DVD titled Dai Another Day, released by EMI in late 2009. He now lives in Avondale, Auckland with his wife and baby son.