The 35-year-old – the most-capped Wales keeper of all time – joined the club last summer from Crystal Palace and made three appearances in all competitions for the Clarets.
The club would to thank Wayne for all his efforts during his time at Turf Moor and wish him all the best for the future.
Hennessey said: "I would just like to say a massive thank you to everyone at Burnley Football Club for the past 12 months.
Burnley's Welsh goalkeeper Wayne Hennessey applauds supporters after the English Premier League football match between Manchester United and Burnley at Old Trafford in Manchester, north-west England, on December 30, 2021. - Manchester United won the game 3-1. - RESTRICTED TO EDITORIAL USE. No use with unauthorized audio, video, data, fixture lists, club/league logos or 'live' services. Online in-match use limited to 120 images. An additional 40 images may be used in extra time. No video emulation. Social media in-match use limited to 120 images. An additional 40 images may be used in extra time. No use in betting publications, games or single club/league/player publications. (Photo by Oli SCARFF / AFP) / RESTRICTED TO EDITORIAL USE. No use with unauthorized audio, video, data, fixture lists, club/league logos or 'live' services. Online in-match use limited to 120 images. An additional 40 images may be used in extra time. No video emulation. Social media in-match use limited to 120 images. An additional 40 images may be used in extra time. No use in betting publications, games or single club/league/player publications. / RESTRICTED TO EDITORIAL USE. No use with unauthorized audio, video, data, fixture lists, club/league logos or 'live' services. Online in-match use limited to 120 images. An additional 40 images may be used in extra time. No video emulation. Social media in-match use limited to 120 images. An additional 40 images may be used in extra time. No use in betting publications, games or single club/league/player publications. (Photo by OLI SCARFF/AFP via Getty Images)
“The players, the staff and the supporters, who stood by us every week and every game, thank you so much to you all.
“My time was only brief at Turf Moor and it didn’t end how we would have hoped, but I loved being a part of this special club and it will always hold a place in my heart.
“Good luck for the new season and pushing back to getting where you belong. #UTC"
Hennessey’s departure leaves the club with Bailey Peacock-Farrell and Will Norris as senior goalkeepers, although they are keen on Anderlecht’s Bart Verbruggen and Manchester City’s Arijanet Muric, and have been linked with Plymouth’s Michael Cooper.
