 He married a Mexican woman there in 1838, with whom he had three children.Sometime in the 1840s he moved to Peralta about 17 miles south of the town of Albuquerque, New Mexico.Connelly participated in negotiations in Santa Fe between governor Manuel Armijo and James W. Magoffin (another early trader gaining wealth from Santa Fe trail commerce, and brother-in-law of Susan Shelby Magoffin), preparing the way for Kearny's 1846 bloodless Capture of Santa Fe during the Mexican–American War.