On 9 April 1940, German troops invaded and occupied Denmark. During the German Occupation, he kept a low profile but he tried to keep the spirit going by camouflaged resistance poetry. In 1940, Henningsen contributed the song to Kjeld Abell's revue "Dyveke," which called for resistance to the Nazis in a conspicuously fashion that German censors misinterpreted as a song about the restrictive bonds of marriage. Before the Nazis could deport him to the concentration camps or otherwise endanger him, he secretly left Denmark along with most Jewish Danes in 1943. He fled to neutral Sweden with the Jewish architect Arne Jacobsen and their wives in a rowboat led by a Jewish civil engineer and student rower named Herbert Marcus.