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Preheat the oven to 375F.
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Cut off the top of the fennel and either discard it or use it for a soup. Cut off the bottom. Cut it in half. Cut in quarters. Remove the core. Remove the outer leaves (these are the ones that can get hard or chewy when roasted so you want to get rid of them). Slice your fennel into 1/4 inch pieces.
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Once your fennel is prepared you can spread it on the sheet pan; Add halved cherry tomatoes. Add Salt & Pepper.
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Add Olive Oil, and then place pan into the oven for about 40-45 minutes, mixing it once in a while (the roasting time may take longer or shorter so watch it to make sure that it is soft and slightly brown – it will depend on how big your fennel was and how crowded your sheet pan is).