From 1939 to 1942, Conolly served in the Pacific Theater, successively commanding 6th and 7th Destroyer Squadrons and providing the destroyer screen for the April 1942 raid on Tokyo. Promoted to rear admiral in July 1942, he spent several months on the staff of the chief of naval operations and commander in chief of the U.S. Fleet, Admiral Ernest J. King.
From March to October 1943, Conolly served with the Atlantic Fleet Amphibious Force and took part in the invasions of Sicily, where he earned the nickname "Close-in Conolly" for the naval fire support his ships provided the ground forces. That September, he commanded the amphibious component that landed the British 46th Division at Salerno, Italy. Again, he used his destroyers and cruisers to provide close gunfire support.
Conolly then transferred to the Pacific, using his amphibious landing expertise in operations at Kwajalein, Wake, and Marcus Islands. In 1944 and 1945, he commanded Group 3 of the Pacific Fleet Amphibious Force, leading the July 1944 landing on Guam and the January 1945 landing on Lingayen Gulf (Leyte), and Okinawa. He participated in six of the seven largest amphibious operations of World War II, missing only Normandy.
Conolly was the U.S. naval representative at the 1946 Paris Peace Conference. Promoted to full admiral, he subsequently commanded the Twelfth Fleet for four months and then U.S. Naval Forces, Eastern Atlantic and Mediterranean Fleet from 1947 to 1950. He then spent three years at Newport, Rhode Island, as president of the Naval War College. Conolly retired in November 1953 to become president of Long Island University, where he remained until he and his wife died in a commercial air crash at La Guardia Airport in New York, on 1 March 1962.
Barbey, Daniel E. MacArthur's Amphibious Navy: Seventh Amphibious Force Operations, 1943–45. Annapolis, MD: Naval Institute Press, 1969.; Hoyt, Edwin P. How They Won the War in the Pacific: Nimitz and His Admirals. New York: Weybright and Talley, 1970.; Morison, Samuel E. History of United States Naval Operations in World War II. Vol. 8, New Guinea and the Marianas, March 1944–August 1944. Boston: Little, Brown, 1953.; Morison, Samuel Eliot. History of United States Naval Operations in World War II. Vol. 5, The Struggle for Guadalcanal, August 1942–February 1943. Boston: Little, Brown, 1949.