The town was named for Henry D. McHenry, lawyer, banker, state representative and senator. His influence brought railroad-and coal-burning locomotives-to Ohio Co. Member of Convention, 1890-91, which framed Kentucky's present (4th) Constitution. McHenry was incorporated Feb. 26, 1880. First trustees: W. G. Duncan, G. Render, J. Kelly, S. Williams, and O. Roll.