Connolly is also a director, having directed many television episodes as well as the films Gardener of Eden, Dear Eleanor, and Gotti.

Connolly continued guest starring in television series including Wings, Getting By and the medical drama ER.

[10] In addition to television work, Connolly has appeared in several major motion pictures including Antwone Fisher, Secretariat, John Q., The Notebook and He's Just Not That Into You.

Connolly directed his first music video in 2008, for the song "Camera Phone" by rapper The Game, featuring Ne-Yo.

[11] Connolly attended the 2010 NHL Entry Draft in Los Angeles and announced the final pick of the first round for his hometown New York Islanders.

Connolly was hired after a number of other directors, including Barry Levinson, were attached to the project during its lengthy development process.