Connolly undertook a tour of Germany, Austria and Hungary before starting at Oxford University. After his cloistered existence as a King's Scholar at Eton, Connolly felt uncomfortable with the hearty beer-drinking rugby and rowing types at Oxford. His own circle included his Eton friends Mynors and Dannreuther, who were at Balliol with him, and Kenneth Clark, whom he met through Bobbie Longden at Kings. He wrote: "The only exercise we took was running up bills." His intellectual mentors were the Dean of Balliol, Francis Fortescue Urquhart, often referred to as "Sligger", who organised reading parties on the continent, and the Dean of Wadham, Maurice Bowra.