Henning started her career at German club 1. FC Saarbrücken, where she spent four years between 2005 and 2009, before securing a switch to Turbine Potsdam. She had a hugely successful stay in Potsdam, where she won the 2009-10 and 2010-11 Frauen-Bundesliga titles, along with the inaugural 2009 UEFA Women's Champions League.
Henning left for Wolfsburg, where she won an additional two Bundesliga titles, two UWCLs in 2013 and 2014 and the DFB-Pokal in 2012-2013. She signed for PSG in 2014 after spending nine years of her career in Germany. She was part of the PSG team that lost the 2015 UWCL final to 1. FFC Frankfurt.
She missed the first half of the 2015 season through injury and later had her contract terminated by the club. The 26-year-old traveled to Spain for a pre-season tour with the Arsenal squad, and was named among the substitutes in Arsenal's 3-1 win over Bayern Munich.
Henning has won 26 caps for her country since her debut in 2010 and has represented Germany at the 2013 UEFA Women's Euros and the 2015 FIFA Women's World Cup. She has also represented Germany at the under-19 and under-20 age groups.
Arsenal Ladies manager Pedro Martinez Losa said: “Josi has enjoyed a fantastic career and brings with her the experience of succeeding at the very highest level for both club and country." Losa added, "She has all the attributes of a top defender and we are very pleased to welcome her to Arsenal.”
Arsenal have made a plethora of signings this transfer window, including Dutch midfielder Danielle Van De Donk, England international Fara Williams and ex-LFC Ladies forward Asisat Oshoala. Key players like Jordan Nobbs, Danielle Carter and Vyan Sampson have signed new deals as the Gunners look to challenge for the 2016 FA Women's Super League title.