Tyson Fury was caught on video arguing with Robert Smith from the British Boxing Board of Control following his cousin's defeat.
Quoted by The Sun post-fight, Hennessy said: "I've never felt so comfortable in my life after the fight, I didn't think there would be any dodgy decision.
"Fury wiped the floor with Joseph Parker, he is a fantastic talent, you do not see masterclasses like that. We are not all idiots, we are all there, everyone was celebrating, everyone thought it was an easy fight.
"What the "f*** is going on? There is something going on behind bulls**t decisions.
"I want to find out who is behind bulls**t decisions like that.
"The footwork, the jab, touching him with the jab, it was like shades of Ali with what he was doing."
Hennessy even went as far to say Fury's performance evoked Muhammad Ali.
"I thought it was an absolute masterclass, shades of Ali - Parker wasn't even in the fight," Hennessy told BBC Radio.
"One of the worst decisions I've ever seen."