 Connolly went to the Western Australian Goldfields in 1893, working as a building contractor, and in 1899 was elected to the Kalgoorlie Town Council.In 1901, Connolly stood in a by-election for the Legislative Council, and was elected to replace Alexander Matheson in North-East Province.He was appointed to the ministry in 1906, when Newton Moore replaced Hector Rason as premier, becoming Colonial Secretary and Minister for Commerce and Labour.