Connolly began her career with recurring roles on several CollegeHumor digital shorts.

She appeared as an extra on the films Mona Lisa Smile, Meet Dave, and The Happening.

She has also appeared on two CBS daytime soap operas with recurring roles on Guiding Light and As the World Turns.

She first gained mainstream recognition in 2012, after starring as the main protagonist Dana in the Joss Whedon/Drew Goddard film The Cabin in the Woods.

[6] In 2014 she portrayed Petra Anderson in the drama thriller film A Good Marriage, based on Stephen King's short story of the same name.