Quesnel Albunyan Connolly was born in Eastland, Grand Cayman Island, in 1887. He received a bachelor's degree from Howard in 1917, then attended Yale Divinity School from 1917 to 1918. He may have returned to live in Grand Cayman Island for a time, but according to census records, he later worked as an instructor at Bluefields Teachers College in Mercer County, West Virginia. Connolly died in West Virginia in 1947.