Connolly played his high school hockey at the
Marshall School, in
Duluth, Minnesota before playing junior hockey in the
United States Hockey League with the
Sioux Falls Stampede during the 2007–08 season. He began playing for the
Minnesota-Duluth Bulldogs in the 2008 season. He helped UMD to their first ever NCAA Men's Hockey Championship in 2011. As a senior in 2011–12, he finished the regular season ranked second in the nation in scoring and 8th on the Minnesota-Duluth career points with 197 points. Connolly played in every Minnesota-Duluth hockey game during his four years, equalling a total of 166 games. Connolly was named All-American three times and on April 6, 2012, he won the 2012
Hobey Baker Award. Undrafted, Connolly, like his brother, opted to pursue a professional career abroad and signed to play the
2012–13 season, with Swedish team
Färjestad BK in
Elitserien. After two seasons, Connolly left as a free agent to sign with fellow SHL club,
Leksands IF on April 23, 2014. His older brother
Chris was also a teammate. In the
2014–15 season, Connolly left Leksands after 8 scoreless games to join
HockeyAllsvenskan club,
Rögle BK on October 9, 2014. Connolly adapted quickly to produce 30 points in 40 games to help Rögle BK gain promotion to return to the SHL. He ended his career with
Luleå HF, with whom he played six seasons. ==Personal life==