Beginning in the third season, Hennig appeared as Malia Tate on the MTV series Teen Wolf. She was promoted to series regular for Season 4, and remained part of the show until it ended in 2017. For her portrayal of Malia, she won Choice Summer TV Star: Female at the 2016 Teen Choice Awards. In 2014, she appeared in the Blumhouse horror films Ouija and Unfriended.
She also appeared on The Band Perry's music video for "Gentle on My Mind" alongside The Hunger Games actor Alexander Ludwig. In 2017, she starred in country music artist Maren Morris' music video for "I Could Use a Love Song."