He attended Archmere Academy in Claymont, Delaware,[1] and graduated from the University of Notre Dame in 1986 with a Bachelor of Arts degree with honors.

The other defendant, Robert Hanulik, pled guilty to civil rights and firearms charges and was sentenced as an armed career criminal to 15 years imprisonment.

[3] Connolly later became known for leading the 18-month investigation into the 1996 disappearance of Anne Marie Fahey, the secretary to Delaware's governor, Tom Carper.

[4] Connolly worked alongside Wilmington Police Officer Robert Donovan and FBI Special Agent Eric Alpert.

The three-month trial began in November 1998, and despite the fact that the prosecution presented no evidence of a body or weapon and no witness to the killing, the jury returned a guilty verdict and recommended the death penalty.

In 2009, Connolly left the United States Department of Justice to become a partner at Morgan, Lewis & Bockius, where he worked until becoming a judge.

[10] In 2017, Senators Chris Coons and Tom Carper recommended that the White House nominate Connolly to the seat vacated by Sue Lewis Robinson, who assumed senior status on February 3, 2017.