Conolly was awarded the Navy Cross for his actions in connection with the salvaging of the transport ship USS West Bridge, which was hit by two torpedoes launched by the German submarine U-107 in August 1918.

Conolly returned to the United States in November 1918, fitting out, and serving as Executive Officer of the destroyers Foote, Worden and Hunt in turn.

In May 1933 Conolly reported as aide and Flag Secretary on the staff of Commander Cruisers, Scouting Force, and from April 1935 until June 1936 he served as Navigator aboard the battleship Tennessee.

He also participated in a shore bombardment of Wake Island in command of the destroyers in Rear Admiral Raymond A. Spruance's Task Group.

Between March and October 1943 Conolly served with the Amphibious Force Atlantic Fleet, taking part in the invasions of Sicily and Italy.

Conolly commanded Group 3, Amphibious Force, Pacific Fleet during 1944 and 1945, and led the landings on Guam in July 1944, and the Lingayen Gulf in January 1945.