Denniston is an unincorporated community in Menifee County, Kentucky, United States. It lies along U.S. Route 460 and Kentucky Route 746 southeast of the city of Frenchburg, the county seat of Menifee County. Its elevation is 1,106 feet (337 m). Although it is unincorporated, it has a post office, with the ZIP code of 40316. Denniston is part of the Mount Sterling Micropolitan Statistical Area.