The Wales number one has played second fiddle at club level to Marcus Hahnemann for the past 12 months and he fears he could lose his international place to Boaz Myhill.
But the loaning of Carl Ikeme means the 23-year-old Hennessey will have to wait to get his wish for a temporary move.
Hennessey said: "I know I'm young but I'd love to be playing. I'd drop down to play in the Championship just to play.
"When you're sitting on the bench, you just don't feel part of it.
"It's a shame I can't go on loan. I've read that Mick McCarthy has said I'm going nowhere, but I'd like to think there is interest."
Hennessey added: "I've got pressure from Boaz Myhill to keep my place in the Wales team.
"But I'm not going to do that sitting on the bench.
"If one's playing and one isn't, I'd play the one that's playing if I was the Wales manager."
Hennessey signed a new five-year contract in the summer but Hahnemann has remained McCarthy's first choice.
Source: Team Talk
Source: Team Talk