Raised in San Antonio, Texas, Connolly began acting at Robert E. Lee High School. He was accepted to then Incarnate Word College in the fall of 1992, earning his Bachelor of Theatre Arts in 1997 from the University of the Incarnate Word. In 1998, he entered into UCLA's Master of Theatre Arts program. He graduated in 2001, the same year union writers went on strike. He moved to Dallas in 2004, and began a new incarnation as a voice-over artist, beginning with Funimation's English version of "Case Closed", as Harley Hartwell. He currently voices Kain Feury for "FullMetal Alchemist".