Henniker was the son of John Henniker, 1st Baron Henniker, and Anne Major. He was educated at Eton and St John's College, Cambridge. He was elected to the House of Commons for New Romney in 1785, a seat he held until 1790, and then represented Steyning from 1794 to 1802. In 1803 he succeeded his father as second Baron Henniker but as this was an Irish peerage it did not entitle him to a seat in the House of Lords. He instead returned to the House of Commons as the representative for Rutland in 1805, which he remained until 1812, and then sat for Stamford between 1812 and 1818. In 1792 he assumed by Royal license the additional surname of Major. Lord Henniker died in December 1821, aged 69, and was succeeded in his titles by his nephew John.