The sentence will be reviewed by a commanding officer and automatically appealed.
Hennis was convicted last week of premeditated murder in the 1985 slayings of 31-year-old Kathryn Eastburn and her two daughters.
Eastburn's husband, Air Force Capt. Gary Eastburn, said Thursday it didn't matter to him whether Hennis is executed or dies in prison, but he supports the death sentence because it leaves virtually no chance for Hennis to ever be free.
Eastburn said the sentence brought a sense of vindication, but that he had decided to try and move on with his life after an earlier trial ended with an acquittal.
"Quite honestly, I think he's a coward and that's why he didn't testify," Eastburn said. "He probably didn't want people to hear some of the answers that he wouldn't be able to give."
Meanwhile, Hennis' attorneys say the military judge made a number of mistakes, includes allowing the jury to vote more than once on the death question.
In 2006, the Army forced Hennis, who was retired, back into active duty to face new charges in the triple slaying. During his trial, prosecutors said DNA found in sperm left in Eastburn's body matched Hennis.
It was Hennis's third trial for the killings. A civilian jury acquitted him in 1989 after the NC Supreme Court overturned his initial conviction in 1986. Hennis couldn't be tried again in civilian court, so he was charged by the military, which can pursue the case because its court system is a different jurisdiction.
Hennis, who had adopted the Eastburns' dog several days before the killings, was arrested four days after the bodies were found when a witness who saw him in the Eastburn's driveway picked him out of a photo lineup.
Eastburn's husband was in Alabama at squadron officer's training school at the time of the stabbings. The Eastburns' 22-month-old daughter, Jana, was at the home but was left unharmed in her crib.
The case spawned a 1993 book entitled "Innocent Victims," which was followed by a cable television miniseries.
Hennis retired from the military in 2004 and was living in Lakewood, Washington before his latest arrest.
Soldiers sentenced to death are sent to the U.S. Disciplinary Barracks at Fort Leavenworth, Kan. If Hennis is executed, it would be by lethal injection. Under military law, the president must approve all death sentences. The last execution took place in 1961.