On 20 August 2012, QPR had accepted a £500,000 bid from Cardiff City for Connolly's services. On 22 August, the deal was completed and Connolly signed a contract that would keep him at the Cardiff City Stadium for 3 years. He made his debut in the Severnside derby against Bristol City on 25 August. He scored his first and second goal for the club in a 3–0 win over Blackpool on 29 September. His third goal came a month later against Burnley, and later scored his fourth against Middlesbrough. Making thirty-six appearances and scoring five goals, Connolly was a key figure as Cardiff won the Championship title, the third time in successive seasons that Connolly has achieved the feat.