The striker is going back to the North East after 18 month playing in Essex in the National League South.
It’s not the news Clarets fans wanted after top scorer Rhys Murphy left the club last week.
Their partnership was one of the most feared in the division and Rod Stringer now needs two new forwards.
“I've loved my time with Chelmsford City and hope to have made an impression with the Clarets faithful,” Fenwick told the club’s website.
"As much as I have enjoyed my time here, my desire to play up North and be closer to my family was too strong to turn down.
"Sometimes a King has to return back to Winterfell!"
Chelmsford said: “We'd like to thank Scott for his efforts and wish him all of the best in the future.”