David C. Hennessy was born into an Irish Catholic family, son of Margaret and David Hennessy Sr., at 275 Girod St., New Orleans. David Sr. was a member of the First Louisiana Cavalry of the Union Army during the U.S. Civil War, formed after the state was occupied by Union troops. After the war, during the Reconstruction era, he served with the Metropolitan Police, a New Orleans force under the authority of the governor of Louisiana. Local white conservatives generally considered the Metropolitan Police as a form of occupation army, because it protected the right of freedmen to vote, in accordance with the Fifteenth Amendment. David Sr. was murdered in 1869 by Arthur Guerin, a fellow policeman. Young David was fatherless at the age of eleven.