Cardiff 3-0 Blackpool: Match Report - view commentary, squad, and statistics of the game as it happened.
Both sides looked to attack in the early stages but it was the Bluebirds who broke the deadlock with a Connolly strike from close range in the 17th minute.
Peter Whittingham doubled the lead 10 minutes later with a free-kick from the edge of the area before Connolly sealed the three points for the hosts by heading home a Craig Bellamy corner.
Blackpool, who were without Thomas Ince and Gary Taylor-Fletcher for the trip to south Wales, made seven changes from the side that lost to Huddersfield earlier in the week but Ian Holloway's men produced a toothless performance.
It was the home side who carved out the more threatening chances early on, with Craig Bellamy having the first real attempt at goal in the fifth minute.
However, his low drive from the right-hand side of the penalty area was collected comfortably at the near post by Blackpool goalkeeper Matt Gilks.
In an end-to-end first 15 minutes, Blackpool also created their fair share of chances, including a long-range effort from Matt Phillips, but they were unable to apply the finish when it mattered.
It was the Bluebirds who broke the deadlock after 17 minutes as Connolly met a Bellamy cross to fire the ball into the back of the net from the edge of the six-yard box.
Cardiff doubled their lead just 10 minutes later when Peter Whittingham unleashed a sensational free-kick into the bottom-left corner of the goal from 18 yards.
Kevin Phillips had the chance to reduce the deficit for Blackpool in the 32nd minute but the striker's effort from close range cleared the crossbar.
Wales international Bellamy forced Gilks into a superb diving save on the stroke of half-time, sparing Blackpool the misery of going in at the break three goals down.
However, the Tangerines' reprieve did not last long, as, shortly after half-time, defender Connolly doubled his tally for the match by sending the home team further in front with a headed effort from a Bellamy corner.
Holloway had used all of his substitutes by the hour mark as he tried to salvage something from the match but his players continued to struggle to breach the Cardiff defence.
Bellamy, who looked dangerous throughout, almost grabbed a goal of his own midway through the half but his effort whistled over the crossbar from the edge of the area.
Matt Phillips hit a post for the visitors in the 74th minute before an injury time Stephen Crainey free-kick hit the crossbar on an afternoon the Seasiders would rather forget.