Born in Toronto, Kenny received a BA in English literature from the University of Toronto. He began formal dance training at eighteen at the National Ballet School and Toronto Dance Theatre.

Kenny lived in New York City for thirteen years, dancing internationally with the Alvin Ailey American Dance Theatre and with the Martha Graham Dance Company. He taught at the Juilliard School of Music and at the Graham and Ailey schools, and he was a faculty member at Toronto Metropolitan University for 20 years. He served as the artistic director of Toronto Dance Theatre from 1983 to 1987.

His book, Dance/Life, was published in 1990, and The Dance Gods: A New York Memoir came out in 2015. He is currently working on his debut novel.

Kenny lives in Toronto in beautiful Greektown.