Hennessey is a town in Kingfisher County, Oklahoma, United States. The population was 2,131 at the 2010 census, up from 2,058 in 2000. Hennessey is named after Pat Hennessey, an Irish freighter who was killed at the present townsite in April 1874. He was said to have been burned on a wagon wheel, either by native Cheyenne tribesmen or w…Hennessey is a town in Kingfisher County, Oklahoma, United States. The population was 2,131 at the 2010 census, up from 2,058 in 2000. Hennessey is named after Pat Hennessey, an Irish freighter who was killed at the present townsite in April 1874. He was said to have been burned on a wagon wheel, either by native Cheyenne tribesmen or white horse thieves.