in the campaign and scoring the final goal of the season for Sunderland against Luton Town on 6 May 2007, in the match that made Sunderland champions of the Championship. In the 2007–08 season, Connolly played just five games, three of them in the league. In the 2008–09 season, Connolly did not make a single appearance. He was released on 28 May 2009. After being released by Sunderland in the summer of 2009 he became a free agent. On 8 October 2009, Connolly signed a deal with League One side Southampton, lasting until the end of the 2009–10 season but capable of being extended by a further year if he hits an undisclosed number of appearances. He scored on his debut on 17 October 2009 against Oldham Athletic, and grabbed another in the next game against Milton Keynes Dons, once again off the bench. He scored two in the FA Cup first round tie against Bristol Rovers, in a 3–2 victory, his first start. Connolly's contract was then extended for the 2010–11 season. He struggled with injury in the 2010–11 season, but scored in an FA Cup match against Shrewsbury Town, and then scored a crucial goal in a 2–1 victory away at champions Brighton. He followed that up with a goal in a 3–0 win at Brentford and then on the final day of the season in a 3–1 win over Walsall to end the season with four goals from 18 appearances in an injury-hit season. It was Connolly's late season form that helped Southampton clinch promotion. He also signed a new one-year deal with Saints. Following Southampton's promotion to the Championship, Connolly continued his goal scoring form into the 2011–12 season by scoring the final goal in Southampton's 3–1 victory over Leeds United in the first game of the season. He then netted the only goal in a 1–0 victory at Barnsley a week later. On 16 August, he scored against Ipswich Town at Portman Road as Saints won 5–2, with the third of the night making the score 3–0 to Southampton at half time. This result firmly planted Southampton on top of the Championship table with three wins from their first three matches. Connolly scored again for Southampton against Leicester City on 27 August, but this was not enough to prevent the Saints from slipping to their first defeat of the season, losing 3–2. However, in January