 Connolly attended St. Xavier College and acted in amateur theatrical productions in Cincinnati.Connolly was a successful stage actor who appeared in twenty-two Broadway productions between 1916 and 1935, notably revivals of Pirandello's "Six Characters in Search of an Author" and Chekhov's "Uncle Vanya".His first film appearances came in two silent films, "The Marked Woman" (1914) and "A Soldier's Oath" (1915), and his first talkie film came in 1930, "Many Happy Returns", but his Hollywood film career really began in 1932, when he appeared in four films.