Exhibit 32.1

Written Statement of the Chief Executive Officer

Pursuant to 18 U.S.C. '1350

Solely for the purposes of complying with 18 U.S.C. '1350, I, the undersigned Chief Executive Officer of Hennessy Advisors, Inc. (the “Company”), hereby certify, based on my knowledge, that the Quarterly Report on Form 10-QSB of the Company for the quarter ended March 31, 2005 (the “Report”) fully complies with the requirements of Section 13(a) of the Securities Exchange Act of 1934 and that information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Company.

/s/ Neil J. Hennessy

Neil J. Hennessy, Chief Executive Officer and President

Hennessy Advisors Inc.

Date: April 29, 2005

80