Hendry, 49, has reportedly pestered an ex-girlfriend after the breakdown of their relationship.
He began seeing beautician Sarah Kinder after the death of his wife Denise, 42, in 2009 following cosmetic surgery.
A spokesman for Lancashire Police said: “A 49-year-old man from Lytham has been given an harassment warning.”
The warning does not count as a criminal record but runs for 12 months to deter an individual from future conduct causing distress.
Hendry, who lives in Lytham, is due in court in Blackpool on March 4 to face a drink-driving charge.
He had a long playing career, captaining his country in the 1998 World Cup and appearing for a series of clubs including Blackburn Rovers, Manchester City, Bolton Wanderers and Glasgow Rangers.
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