The Union J member confirmed his sexuality at the weekend upon the advice of the boyband's mentor Louis Walsh.
Asked how X Factor viewers have reacted to the news, Hensley told The Sun: "It's been amazing, really amazing.
"I have not seen one negative comment. I want to say a massive thank you for people's support. It has been incredible.
"I have already had messages from young gay guys saying, 'Thank you so much, I can look up to you', and that's what I did it for."
Hensley added that his boyfriend of three years, 21-year-old hairdresser Olly Marmon, has also been "overwhelmed" by touching messages from fans.
"Olly has got loads of messages. I always knew people would find him but he is totally overwhelmed with the support," he said. "It's really uplifting."
Photo gallery - X Factor results show 7:
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