If you have enabled Kerberos for the Sentry service, to allow Hue to connect to the service you have to add the hueuser to the following property in the /etc/sentry/conf/sentry-store-site.xml file.
<property>
  <name>sentry.service.allow.connect</name>
  <value>impala,hive,solr,hue</value>
</property>