Max Henius was born in Aalborg, Denmark. His parents were Polish Jewish immigrants Emilie (née Wasserzug) and Isidor Henius. 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 also build a small castle in Aalborg, now called Sohngaardsholm Slot. Since 2005, it has been a gourmet restaurant. Max Henius immigrated from Aalborg to the United States in 1881 at the age of 22, settling in Chicago.
In Chicago, he married Danish-born Johanne Louise Heiberg, who was the sister of historian Johan Ludvig Heiberg and related to Danish author Peter Andreas Heiberg. His great-grandchildren are actors Keith Carradine, Robert Carradine, Christopher Carradine, and Michael Bowen.
With Robert Wahl, Henius founded an institute for chemical and mechanical analysis. 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.
At the turn of the Twentieth Century, Max Henius began to be 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 for 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.
- 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)
- American Brewing Academy – Tenth Anniversary Reunion (American Brewing Academy, 1901)
- Max Henius (The Ribald National Park Society)
- Max Henius, a biography (by Max Henius Memoir Committee. Chicago, 1936)