Hendricks was born in Knoxville, Tennessee but grew up in Twin Falls, Idaho. Her father, Robert, worked for the forestry department and came originally from England and her mother, Jackie, was a psychologist. The family moved to Fairfax, Virginia when she was 13.
She began acting at school and went into modeling at the age of 18. In her early 20s she also began appearing on TV, landing a recurring role in "Beggars and Choosers" (1999) in 2000 and another on "Kevin Hill" (2004) before rising to international fame in "Mad Men" (2007).
As well as her more famously conventional awards nominations (Emmys) and wins (SAG Awards) she also won a SyFy Genre Award in for "Best Special Guest/Television" for her role as Saffron in Joss Whedon's short-lived "Firefly" (2002).