Henshaw is Director of the 24:7 Theatre Festival, an annual festival of new writing for theatre based in Manchester, which started in 2004. He is a lifelong fan of Manchester City F.C. and regularly attends their matches.
He played the role of Ken, the deputy manager in the Post Office adverts, in 2007 to 2008). March 2008 saw Henshaw return to the Manchester area playing the lead in Jim Cartwright's play Road at the Octagon Theatre in Bolton. Summer 2009 saw Henshaw play Meatballs in the Ken Loach-directed and Eric Cantona-starring film Looking for Eric. The character was a workmate and friend of the lead character Eric Bishop played by Steve Evets.
In 2010 he played Mr Pony in Terry Pratchett's Going Postal and in 2011 he portrayed the character of John Holt, one of the original founding fathers of the Co-operative movement, in a feature film The Rochdale Pioneers. In 2013 played Arthur Potts in Series 15 Episode 5 (The Sicilian Defence) of Midsomer Murders. He also played the role of Harry, a mentor and friend to the main character, in Ken Loach's 2012 Scottish comedy-drama The Angels' Share and Danny in Chris Shepherd's 2013 film The Ringer.
In 2013 he played Stan Bond in By Any Means and in 2014 played the judge in Closer to the Moon. In 2015 he played Murphy in "Charlie's Plan" directed by John McCormack.
In 2017, He appeared in the BBC series Father Brown as Barney Butterfield episode 5.12 "The Theatre of the Invisible"
