The 25-year-old was left disappointed last week when Haye announced that this Saturday's fight had to be postponed because of a cut he picked up in training.
"We are looking to fight soon, we are five months away and as long as we do something that won't be anywhere near the fight I don't see that being a problem," Hennessy told Sky Sports News.
"Tyson deserves that, he pulled out of a final eliminator to fight David Haye, he's had one fight this year and that's not how Tyson Fury rolls. He's a busy fighter, used to fighting on a regular basis, so he shouldn't be penalised by not being able to fight.
"If a fight does take place, it will have to take place in early-mid November but we haven't looked at any opponents yet."
Fury knocked out Steve Cunningham in the seventh round of their fight in April.