Connolly made his debut for Woolwich Arsenal on 5th October 1889 against Lyndhurst. He was unusual player in the sense that he played as a full-back or centre-forward.
A talented footballer, after a FA Cup game in 1892 against First Division side Derby County, their captain and manager, John Goodall, attempted to sign Connolly and Bobby Buist. As Arsenal was a non-league amateur club, there was nothing they could do to stop this happening.
Peter Connolly died in September 1895, aged 28.