Hennig was born in Destrehan, Louisiana, the daughter of Cathy Distefano Gosset and Glenn H. Hennig, Sr. She won the Miss Louisiana Teen USA 2004 in a state pageant held in Lafayette, Louisiana, in November 2003. This was the first time that she competed in the state pageant. In August, Hennig represented Louisiana in the Miss Teen USA 2004 pageant held in Palm Springs, California. She won the Miss Teen USA title, becoming the first winner from Louisiana and the first girl from Louisiana to win a national title since Ali Landry was Miss USA 1996. Her Miss Teen USA winnings included a one year modeling contract, with Trump Modeling Management, and a scholarship to The New York Conservatory for Dramatic Arts. On April 20, 2007, Hennig joined the cast of Days of Our Lives in the contract role of Stephanie Johnson. In 2010 she received a nomination for the 37th Daytime Emmy Awards in the Outstanding Younger Actress In A Drama Series category. On January 18, 2011, Hennig announced that she will be leaving Days of Our Lives. She was quoted inSoap Opera Digest saying:
"It just feels right. I have been preparing for this for awhile, so I have said my mental good-byes. I will miss the faces I see here every day, but everybody has been really encouraging and has embraced my decision ... I feel like I'm going out with a bang after last week's air shows and I feel great about it creatively and I am thankful to the writers for giving me that. It's been a lot of fun to play and I wouldn't change anything."
Miss Teen Louisiana 2004.
Miss Teen USA 2004.
Daytime Emmy Nominee 2010.
Her older brother, Brad Joseph Hennig (DOB: April 29, 1983) died in a drunk-driving incident in Destrehan, Louisiana on August 9, 2001 when he was 18. A 17 year-old girl who was a passenger in his car was also killed. Shelley has since become an advocate against underage drinking.
Her father has German, Swiss-German, Scottish, and English ancestry. Her mother is of Italian descent (all four of Shelley's maternal great-grandparents were Italian immigrants).