Hull's Boaz Myhill had been preferred in the starting line-up by boss John Toshack, and it is clear now that the Wales chief will need to make another tricky decision ahead of this weekend's World Cup qualifier against Azerbaijan in Baku.
And while Hennessey is fighting for his Wales place, he is increasingly aware that Wolves boss Mick McCarthy is looking for another experienced goalkeeper ahead of the Midlands club's return to the top flight.
McCarthy has been linked with Joe Hart, the Manchester City youngster who has lost his first-team place at Eastlands to Shay Given.
Hennessey said: "I hear the manager is going to bring in some new players, maybe a goalkeeper, but I will have to handle that.
"That is up to him. If he brings in a keeper there is nothing I can do. I will just keep doing my best and hope I get selected.
"I was left out for a while at Wolves this season, but I fought my way back into the team and that has given me even greater incentive to stay in the side when the Premier League comes around.
"I had that little 'enforced' rest mid-season and did not enjoy the experience. There is nothing worse for a goalkeeper than sitting on the bench.
"The manager never really explained that to me, but I got back in and we won promotion. Now I am looking forward to the Premier League."
As for his Wales place, Hennessey is equally defiant. He said: "Boaz and me are competing for the place, but I would expect nothing less.
"Promotion has given me a real boost. Now at the end of the season I have the chance of a couple of games for Wales. I just love playing for my country."
Toshack's decision against Estonia had much to do with the fact that Myhill had been in full competitive action up to the last day of the Premier League, while Hennessey had been out of training for almost a month since Wolves' promotion.
The Anglesey-born youngster is relishing the prospect of playing in the top tier of English football and insists he and his colleagues will not be overawed.
He said: "Promotion has given me a great boost, I cannot wait for it to come round to really experience it.
"I suppose it won't have sunk in until I see the fixtures when they come out in the summer.
"There's no fear, just excitement. I have played against top players for Wales so I an not overawed.
"It will be a difficult season, it happens to all promoted sides. But look at Hull and Stoke, they both went up and stayed there.
"Why can't we do that? It has been proved it is not impossible."
But first Hennessey must concentrate on a tough game in Baku.
He said: "Azerbaijan will be difficult.
"People keep saying we are expected to win, but there's a lot of youngsters in the side now and they (Azerbaijan) did pretty well when they came to the Millennium Stadium (Wales won 1-0 last September). This will not be easy.
"We cannot qualify for the finals, but we want to finish the group on a high. There's a few more young lads in this squad, and there is more chance now for people to develop.
"We have a few who have played at this level for a couple of years, and there's another wave of kids now emerging.
"It all bodes well for 2012 and the next tournament. A lot of the youngsters will have a couple of years of Premier League football under their belts and we really have to make a big effort next time around."
He added: "There have been youngsters coming into this squad for a few years now, but there will come a time when they are maturing together and making progress with their clubs - that is when Wales will benefit.
"We have to look to the future, believe we can achieve something Wales have not done before."