By then though, all he could do was try to stay calm.
Dennis was in a three-car convoy with fellow workers from the Norwegian Refugee Council on June 29 when a group of kidnappers moved in, firing shots and shouting in Somali.
The 37-year-old described the utter chaos that broke out as the "most stressful time" of the entire experience.
"Some attackers came from the front, some came from behind. They were trying to get the cars to stop," Dennis told reporters in Toronto Sunday, speaking publicly for the first time since the dramatic rescue of four kidnapped workers from Somalia last Monday.
"We knew that kidnappings can last a long time...it was definitely a relief to be out of that very quickly."
The hostage-taking unfolded after the driver in the car Dennis was travelling in was wounded in the gunfire, as was the person seated behind him, he recounted.
The bullet that could have ended Dennis' life, however, was stopped short.
"I got shot in my wallet ... I got a small cut but very much my wallet took most of the brunt of that (gunshot)," said Dennis, who is from Toronto.
Pulled from his vehicle, Dennis was then shunted into another car used by the refugee organization along with the three other kidnapped workers, including another Canadian.
The Kenyan driver of that car was killed — the only death during the snatching — and the vehicle was then used as the getaway car.
Qurat-Ul-Ain Sadazai, 38, of Gatineau, Que., Astrid Sehl, 33, of Norway, and Glenn Costes, 40, a Filipino who was shot and injured during the initial kidnapping, were snatched with Dennis.
The aid workers' convoy had also been carrying NRC Secretary General Elisabeth Rasmusson when it was attacked, but she was not harmed or taken.
Dennis said the kidnappers didn't appear to know just who they grabbed.
"Early on they were asking us what nationalities we came from, what organization we were from. That gave me the impression they didn't know (who they took)," he said.
"If they were after a particular person likely it was the higher-up people (from the aid group) and they didn't get them. There was no clarifying 'where is this person, where is that person.'
"I think they were opportunistic and they were lucky at that time."
Racing away, the humanitarian workers calmed down as they considered the facts of what had just happened, Dennis said.
"A lot of us are fairly experienced in this type of thing and we knew very soon afterwards that this was a kidnapping (and) our lives were not acutely in danger due to that," Dennis recalled.
"I don't think we broke down completely. We were still very optimistic and didn't get down into the depths."
The getaway vehicle was soon ditched and the kidnapping turned into a march across the border to neighbouring Somalia, Dennis recalled.
The workers were made to hide under bushes during the day to avoid being spotted, and then began walking after the sun went down.
Dennis said the kidnappers treated him and the others aid workers with "respect and humanity."
"Occasionally when we would be standing up people would brush the leaves off of us, and also have other signs of caring for us, possibly more than just keeping an investment safe."
It was around 6 a.m., on their fourth day in captivity, when a pro-government Somali group made the daring raid that killed one kidnapper and ended the workers' ordeal.
Dennis said the rescue began when the hostage-takers were out scavenging for branches to camouflage the bushes the workers were held under.
He said the workers had no idea a rescue mission was beginning as the kidnappers were engaged by the pro-government group.
"They ran and then we saw soldiers running after them and there was quite a lot of gunfire," Dennis said.
The workers went "flat as paper" as the shots broke out, he said.
After it stopped, members of the rescue group approached.
"They said 'come out, come out' and we thought well, OK... And then they started speaking English and somebody said 'ransom' and I remember one soldier saying 'no ransom. Rescue.'"
Dennis spoke calmly as he spoke to reporters about the kidnapping. He was flanked by girlfriend Sara McHattie and his parents Carol-Ann and Peter Dennis.
Dennis' parents said they were kept informed on their son's situation by the federal government, which offered hourly phone call updates on the kidnapping.
His mother said there were some "scary days," until their freshly rescued son called home at 4 a.m. to say he was safe and healthy.
"It was just good to hear the voice," she said.
Steve Dennis said he remains committed to aid work despite having just gone through "a very bad long weekend."
"I'm still going to be engaged somehow. How, I don't know."
"For now I think my job is to take a couple months off and then, if I feel good, take a couple more maybe," he said with a laugh.