He is best known as the director and writer of the feature films Balibo, Three Dollars, The Bank and The Dry and its sequel, as well as the producer of Romulus, My Father and The Boys.

[2] Connolly graduated from the Australian Film, Television and Radio School (AFTRS) in the late 1990s,[1] where he undertook a three-year course that included directing.

[3] In 2007 Connolly and Maynard together produced the period immigration drama Romulus, My Father,[3] directed by Richard Roxburgh, starring Eric Bana and Franka Potente.

But the film depicts the young journalists, who were working for Australian TV networks and presumed their nationality afforded them protection, being slaughtered on the orders of Indonesian military chiefs to prevent news of the invasion reaching the world.

[7] Connolly refuses to apologise for his film's hardline stance, stating that an Australian coroner found in 2007 that the journalists were executed as they tried to surrender to Indonesian forces.

We feel a responsibility to use cinema to put a blow torch to contemporary Australia and contribute to some discussion or debate about where we're headed.

[10] In 2008, Connolly published a white paper outlining his views on all that could be improved about the Australian film industry, which includes a ten-step plan for reducing production costs.

The physical work of distributing is handled by Transmission Films, headed by Richard Payten and Andrew Mackie and backed by Paramount Pictures Australia.

Matthew Campora, head of screen studies at AFTRS, wrote in 2013 that Connolly was "a director who could be considered amongst the most successful contemporary filmmakers working in Australia today", and "Connolly’s films combine characteristics of the Hollywood thriller with archetypal Australian character types and narrative arcs to create a body of films that continue a particular style of filmmaking identified by [Graeme] Turner in the 1990s".