A late Daniel Sturridge winner saw England past dogged Wales in Lens.
Gareth Bale put Chris Coleman's side ahead with a long-range free-kick, before substitutes Jamie Vardy and Sturrige gave the Three Lions their first three points of the tournament.
This was the 102nd time the two sides had met, but the first ever to take place away from British soil.
Raheem Sterling should have opened the scoring after just seven minutes, but he somehow contrived to smash Adam Lallana’s cross over the bar with the goal gaping.
Gary Cahill got a free header in the box, but he was stretching and couldn’t make proper contact, so Hennessey gathered easily.
Just after the half-hour mark, the English had a penalty claim when Harry Kane’s header struck Ben Davies’ arm, but replays showed it wasn’t deliberate.
The Three Lions were ramping up the pressure, and Chris Smalling sent a header just wide.
However, it was Wales who took the lead, and it was no surprise that the opener came from Real Madrid star Gareth Bale.
Having scored with a free-kick against Slovakia, the forward once again found the net from a set piece, though Joe Hart should probably have saved it.
England manager Roy Hodgson turned to his bench at half-time, introducing Jamie Vardy and Daniel Sturridge for Harry Kane and Raheem Sterling, and it was the Leicester man who restored parity.
Vardy looked to be well offside when the ball fell to him, but the officials spotted that the ball had in fact come off Ashley Williams, and rightly allowed the goal.
Hodgson was accused of negativity after the Russia draw, but answered that criticism by throwing on 18-year-old Marcus Rashford for Lallana.
Jonathan Williams went down in the box, but there wasn’t enough contact for Felix Brych to award a penalty.
England pushed desperately for a winner, and ultimately found one when Sturridge managed to wriggle free in the box and prod home.
England 1-1 Wales
Bale 42 (W) Vardy 56 (E) Sturrige 92 (E)
England: Hart; Walker, Cahill, Smalling, Rose; Alli, Dier, Rooney; Lallana (Rashford, 73), Kane (Vardy, 46), Sterling (Sturridge, 46)
Wales: Hennessey; Chester, A. Williams, Davies; Gunter, Ramsey, Ledley (Edwards, 67), Allan, N. Taylor; Robson-Kanu (J. Williams, 72), Bale
Referee: Felix Brych [GER]