It is the main thoroughfare to the entrance of the Western Harbour Crossing and beyond to Shek Tong Tsui, where it merges with Des Voeux Road West.

In 1889, the north shore of Victoria City was under extensive reclamation.

In 1890, Prince Arthur, Duke of Connaught and Strathearn visited Hong Kong, when Francis Fleming, the then acting governor announced a new road to be constructed in front of the old "Bowring Praya" (present-day Des Voeux Road).

[1] A statue of the prince once also occupied the junction of Pedder Street.

Due to the reclamation of the harbour, the entire length of Connaught Road has now become landlocked.