After graduating from Medill School of Journalism, McHenry began her career working for WJLA-TV, ABC Television’s Washington affiliate, and its sister station NewsChannel 8 as a sports reporter and fill-in anchor. After two weeks at Fox Sports San Diego as a dugout reporter on the San Diego Padres telecasts, she returned to ABC 7.
In March 2014, she left ABC7 to join ESPN as a Washington, D.C.-based bureau reporter. She served as correspondent for various shows including SportsCenter, Outside the Lines, NFL Live and Baseball Tonight. On April 27, 2017, McHenry announced on Twitter that she was being let go by ESPN, with the NFL Draft being her last assignment. McHenry was part of a 100-person layoff that included Ed Werder, Jayson Stark and Jay Crawford. In May 2018, McHenry tweeted that she was fired because she “was white and paid too much.”