In 1996, Henriksen starred in the television series "Millennium", created and produced by Chris Carter, the creator of "The X-Files". Henriksen played Frank Black, a former FBI agent who possessed a unique ability to see into the minds of killers. Carter created the role specifically for the actor. His performances on "Millennium" earned him critical acclaim, a People's Choice Award nomination for Favorite New Male TV Star, and three consecutive Golden Globe nominations for Best Performance by an Actor in a TV Series (1997–1999). The series was cancelled in 1999. On television, Henriksen appeared in the ensemble of "Into the West" (2005), a miniseries executive-produced by Steven Spielberg. He appeared in a Brazilian soap opera, "Caminhos do Coração" ("Ways of the Heart") from Rede Record, aired in 2007–2008. Henriksen guest-starred on a Season 6 episode of "NCIS" (2009) playing an Arizona sheriff, and appeared in a recurring role as The Major on NBC's "The Blacklist".