Palace produced a stunning team display to shut out Pep Guardiola's rampant side and end their streak of 18 successive wins in the Premier League, a run which stretches back to August.
Hennessey said: “Roy [Hodgson] can put a team out, but all the boys played very well. It was a massive team performance and we got a point and maybe we should have got three but down to a fantastic save. Another day we get three.
“We wanted to punish them as much as we possibly could and with our front three at the moment, they're on fire so, I'd like to think we caused them problems as well.
“They're a fantastic team and they're probably going to go on and win the Premier League, they've got a massive squad as well. They've got players that can come off the bench and cause trouble so they're very dangerous."