The Republic of Ireland international was a £500,000 capture by Micky Adams and was brought in to replace Scot Paul Dickov, who'd moved on to pastures new. Indeed, he was similar to Dickov in his persistent pressing from the front but did take a while to find his goalscoring form for the Foxes.

He eventually bagged 13 goals in 49 appearances in the 2004-05 campaign, his first coming against Queens Park Rangers in a game where, amazingly at 27, Connolly was the youngest members of Adams's starting eleven that day. He played well in what was largely a season to forget for City fans. Adams got the sack and Craig Levein came in, with Connolly scoring vital goals to see City avoid relegation.

He started the next season well too, bagging four goals in the first two games, something that caught the interest of Wigan Athletic who stumped up £2 million up front for his services. Connolly, who started his career with Watford before making a move to Holland and Feyenoord - where he was loaned out to Excelsior and Wolverhampton Wanderers - moved on to Sunderland following his time with Wigan and had trials with Queens Park Rangers before being signed by Southampton.