The former taxi driver form Salford had been delivering aid in December in Syria when kidnapped and held hostage by members of IS.
Islamic State had threatened to kill Henning in video footage released last month that showed the killing of David Haines another Briton and in this footage released on Friday they threatened to kill Peter Kassig an aid worker from the U.S.
David Cameron the Prime Minister of Britain said his country could do all it could to hunt these murderers down and bring them to justice.
He added that the killing of Henning, who was the father of two, showed how repulsive and barbaric the IS was.
Cameron said his thoughts and prayers were with Barbara, Henning’s wife, their two children along with all those who loved and cared for him.
Cameron said Henning had gone to the region to help get aid to those of all faiths during their biggest time of need.
Henning’s wife Barbara this week had appealed for the release of her husband saying he was innocent.
Henning was captured during his fourth aid mission within minutes of arriving last December in the country.
The barbarity of the acts carried out by IS is why it is correct for Britain to join the attacks against the militant groups, said Downing Street according to a local newspaper.
IS has released videos previously that showed the beheading of the journalists from the US and another aid worker from Britain.
Friday’s video has not been verified, but it appears to show Henning kneeling next to the masked militant who is in all black.
The footage ends with the IS militant threatening a man identified as Kassig.
Kassig’s family in a statement said he had converted to Islam and was known now as Abdul Rahman Kassig.
The family requested that people across the globe pray for him to be released and that of every innocent person held hostage in the Middle East and everywhere around the world.
A friend of Hennings’, Majid Freeman, was with him at the time of his kidnapping. Freeman said was helping innocent people that had been abandoned by the rest of the world.