Hennessey pulled off nine crucial saves as Wales won 1-0.
The keeper said, "It's incredible.
"Everyone on the field tonight (Sunday night) was fantastic, even those who did not come in tonight. It's the best match I've had in a Welsh jersey, I'm totally up for running.
"Gareth (Bale) is so dangerous on a free kick, an incredible talent and a pleasure to watch. We are a small nation and it is great to take everyone to a World Cup."