Max spent the first 2 years of his hockey career with the Drumheller Miners where he averaged close to a goal a game and nearly 2 points per game. In the 1939-40 season he joined the Saskatoon Quakers where he led the league in goals with 37. In the 1940-41 season he saw action with the Providence Reds of the AHL and the Kansas City Americans of the AHA.

That same season Bentley was called up to the Chicago Black Hawks where he steadily improved his production over the next two seasons. In just his third season, 1942-43, Bentley tallied 70 points on 26 goals which placed him third in the scoring race, just two back of Bill Cowley, and 3 points behind his brother Doug who won the scoring title that year. His performance was good enough to win him the Lady Byng Trophy.

For the next two seasons, Max served with the Military and played with the Calgary Currie Army team of the City Senior League where he led the league in 1943-44 in goals(18) and points(31) in only 15 games. The following season he was still good for over 2 points per game. 1945-46 saw the return of Max to the Chicago Blackhawks where he, his brother Doug, and Bill Mosienko teamed up to form one of the NHL's most potent lines ever, "The Pony Line." That same season and the next(edging out Maurice Richard by one point in the last game of the season), Max led the league in scoring, and had the Art Ross Trophy been around, he would have won it both times

. On November 2, 1947, Bentley was traded to the Toronto Maple Leafs along with Cy Thomas for Gus Bodnar, Bud Poile, Gaye Stewart, Ernie Dickens and Bob Goldham. Bentley helped the Leafs to three Stanley Cups, and during the 1950-51 season Max led the league in playoff goals(2), assists(11) and points(13). On August 11, 1953, Max was traded to the New York Rangers where he finished out his NHL career in the 1953-54 season. After that he spent 2 years with the Saskatoon Quakers of the WHL, then 2 years coaching the Saskatoon Jr. Quakers and finally finished off his career with the Saskatoon Quakers.

Bentley was "easily the most accurate shooter" of his era cited goalie Chuck Raynor, and he(Bentley) was the first forward ever to drop back and cover the point on a power play. During his career he won the Lady Byng in 1943, and the Hart Trophy in 1946. He was voted to the NHL First All Star Team in 1946 and to the Second All Star Team in 1947 and was the NHL's leading scorer in 1946 and 1947. In 1966, Max was inducted into the Hockey Hall of Fame, and passed away on January 19, 1984.