Henne started racing motor cycles and set a total of 76 speed records for BMW. He switched to cars and raced for BMW and for Mercedes as a reserve driver to Caracciola and a young von Brauchitsch in 1934.
He started racing motor cycles in 1923 finishing third in his first race. He made his international debut at Monza in 1925, finishing 6th in the 350cc class. He set a total of 76 speed records including 7 outright world records with BMW. He started in 1929 with a new speed record of 216.75 km/h or 134.39 mph eventually reaching 279.5 km/h or 173.29 mph on 28 November 1937, a record that remained intact for 14 years.
In 1926 he signed on as works BMW driver, winning his first race at the Karlsruher Wildparkrennen and he became German champion the same year after winning at the Eifelrennen.
He was part of the winning team in the 1933, 1934 and 1935 six day races. After a 3 year break Mercedes-Benz made their comeback to Grand Prix racing in 1934 with their new W25 car with independent suspension and a 3.3 litre engine. They signed Henne as a reserve driver to Caracciola and a young von Brauchitsch. In March, during pre-season testing at Nürburgring, he had a heavy crash. At Pescara he became a close eyewitness to Moll's fatal crash. Having clocked the W25 GP car at 300 km/h (186.5 mph) at Pescara, Henne pursuaded the team in October, that with a streamlined cockpit canopy the car could go faster still. The modified cars were taken to Gyon, Hungary in October 1934 and an attempt at the Class C record was made. On Henne's test run the closed car was apparently somewhat unstable at around 300 km/h and the cockpit fairing started to lift. The fairing was then removed for Carraciola's record breaking run.
At the German Grand Prix that year he nearly got a chance to race when von Brauchitsch crashed his Mercedes-Benz W25 during practice and broke his arm, shoulder blade, collarbone and ribs. Unfortunately Henne, the reserve driver, was too ill to compete, so Geier was given the drive.
His best result in 1934 was a 6th at the Coppa Acerbo in August. After the disappointing GP season Henne turned to sports cars instead, taking the new BMW 328 to victory at the 1936 Eifelrennen and winning at Chimay and Bucharest the next year.
Henne retired from racing in 1938. After the war he started a Mercedes garage in Munich and developed it to become one of the largest Mercedes dealers in Germany. Henne lived on in retirement in the Canary Islands, a considerable part of his fortune put into a charity fund. Died on Gran Canaria 2005.