From 1980 through to 1982, Connolly acted as a player and a coach for a rugby team in Darwin. His first major coaching position was with the Brothers club in Brisbane in 1983, acting as the reserve grade coach for three years, taking the team to two premierships. Subsequent roles came to him as he was appointed as the Under 19s and Under 21s Queensland rugby union coach.
Connolly played and coached a rugby team in Darwin from 1980 to 1982. In 1983, he took on his first major coaching role with the Brothers club in Brisbane as reserve grade coach for three years, guiding the team to two premierships. Subsequent roles included being appointed as the Under 19s and Under 21s Queensland rugby union coach.