Max Henius was born in Aalborg, Denmark. His parents were Isidor Henius (1820–1901) and Emilie (née Wasserzug) Henius (1839–1913), both Polish Jewish immigrants. His father immigrated from Poland to Denmark in 1837 and founded De Danske Spritfabrikker, a Danish distillery which is now part of V&S Group. Isidor Henius also owner a small castle in Aalborg, now called Sohngaardsholm Slot. Since 2005, it has been the site of a gourmet restaurant. 
Max Henius was educated at the Aalborg Latin School and went on to study at the Polytechnic Institute in Hanover, Germany He attended the University of Marburg, earning his Ph.D. degree in chemistry during 1881. His father sold the distillery that same year. Max Henius subsequently immigrated from Aalborg to the United States in 1881 at the age of 22, settling in Chicago. His younger brother, Erik S. Henius, (1863- 1926) remained in Denmark where he was Chairman of the Danish Export Association.  
Initially he was employed by the Northern Pacific Railway on an assignment to test the waters between Fargo, North Dakota and Bozeman, Montana. In 1886, he opened a drug store. Subsequently he formed Wahl & Henius, an institute for chemical and mechanical analysis, with his former schoolmate, Robert Wahl (1858-1937). Founded in 1891, the Chicago-based American Brewing Academy (later known as the Wahl-Henius Institute of Fermentology) was one of the premier brewing schools of the pre-prohibition era. This institute was later expanded with a brew master school that operated until 1921.  
At the beginning of the twentieth century, Max Henius became interested in Danish-American organizations in Chicago. Funds were being raised by Danish Americans to purchase to 200 acres (0.81 km2) of heather-covered hills, located in part of Rold Forest (Danish: Rold Skov), Denmark's largest forest. In 1912 Max Henius presented the deed to H.M. King Christian X as a permanent memorial from Danish Americans. Rebild National Park (Danish:Rebild Bakker) is today a Danish national park situated near the town of Skørping in Rebild municipality, Region Nordjylland in northern Jutland, Denmark.  Every July 4 since 1912, except during the two world wars, large crowds have gathered in the heather-covered hills of Rebild to celebrate American Independence Day. On the slope north of Rebild, where the residence of Max Henius was once located, a bust was placed in his memory.
He married Danish-born Johanne Louise Heiberg (1860–1934) on June 4, 1883. She was the sister of historian Johan Ludvig Heiberg and related to Danish author Peter Andreas Heiberg. They had three children, Henry, Emil, and Gerda. Their great-grandchildren include actors Keith Carradine, Robert Carradine, Christopher Carradine, and Michael Bowen.
- American liquor code, an outline (1933)
- Stepping stones from prohibition (1932)
- The error in the National prohibition act (1931)
- Modern liquor legislation and systems in Finland, Norway, Denmark and Sweden (1931)
- Danish beer & continental beer gardens (1914)
- Den danskfødte Amerikaner (1912)
- American Handy-Book of the Brewing, Malting and Auxiliary Trades jointly with Robert Wahl (1901)
- "Max Henius". Dansk Biografisk Leksikon. Retrieved December 25, 2015.
- Hilda Holmes (November 27, 1936). "Biography of Max Henius". National Endowment for the Humanities. Retrieved December 25, 2015.
- "Rebilds Max Henius barndomshjem Sohngaardsholm er sat til salg". Bien Publishing Inc. April 8, 2013. Retrieved December 25, 2015.
- Kathrine G. Bjerregaard. "De Danske Spritfabrikker i Aalborg". The Danish Labour Market Holiday Fund. Retrieved December 25, 2015.
- "Sohngaardsholm Slot lukket". nordjyske.dk. July 2, 2013. Retrieved December 25, 2015.
- "Henius, Erik S.". rosekamp.dk. Retrieved December 25, 2015.
- American Brewing Academy – Tenth Anniversary Reunion (American Brewing Academy, 1901)
- Roger W. Wahl (May 16, 2006). "Robert Wahl, Ph.D.: Chemist, Brewing Technologist, Instructor, Teacher, Writer, Statesman". Wahl Genealogy America (1847). Retrieved December 25, 2015.
- "The Wahl-Henius Institute". National Endowment for the Humanities. 1914. Retrieved December 25, 2015.
- "Historien bag Rebild Bakker". Rebild National Park Society Inc. 2012. Retrieved December 25, 2015.
- Max Henius (The Ribald National Park Society)
- Max Henius, a biography (by Max Henius Memoir Committee. Chicago, 1936)