Connolly made his Derby debut as a substitute in an opening day home defeat to Doncaster Rovers. Despite initial being kept out of the starting line-up by Tyrone Mears, the latter's move to Marseille on loan ensure Connolly became the club's first choice right back and, later appointed team captain by manager Paul Jewell. He finished the season with 49 league and cup appearances, only behind Rob Hulse in terms of most appearances for the club during the 2008–09 campaign and scored one goal – a last minute header to equalise in a 1–1 draw with Burnley on 4 April. Connolly made his 200th career league appearance three weeks later in a 2–0 home defeat against Reading.