Connolly smashed 149 off 133 deliveries - the equal 27th highest score by an Australian in ODIs - at a hot, humid Sher-e-Bangla National Stadium in Dhaka on Sunday, as the tourists edged past Bangladesh's 5-274 with three deliveries to spare, thus avoiding a 3-0 series whitewash.
Connolly, whose previous highest score was 61no in ODIs and 64 in all List-A games, hit 13 fours and six sixes.The next highest Australian score was Marnus Labuschagne's 29.
"Tough towards the end," he admitted. "I felt like my body was all in shock and not wanting to move.
"But it was nice to play a role in a win for Australia.
"The enjoyment of playing for Australia and batting out in the middle is always something that's exciting and to spend a bit of time out there was nice."
After cruising at 5-266, the Aussies suffered a 4-5 collapse to crash to 9-271, before Adam Zampa raised victory when he drove Taskin Ahmed through the covers for four.
Recalled left-arm seamer Shoriful Islam (6-48) was the chief destroyer for the Tigers and could have been the match-winner - and had seven scalps - had Tanzid Hasan not grassed Zampa at wide slip.
Connolly watched the carnage from the other end, before departing in the 49th over - the ninth wicket to fall, with four runs required - playing on to Mustafizur Rahman.
"I was obviously a little disappointed in myself because I'd done all the hard work to get to that position," he said.
"It would have been nice to carry your bat through the whole innings.
"I think there's always faith in whoever's out there - whether it's No.10 and 11 - I'm always willing to back them in.
"The emotions were (I was) quite upset and disappointed in myself, but it was nice to get over the line."
Connolly and stand-in captain Josh Inglis set the tempo for the Aussies' chase by attacking Bangladesh's new-ball bowlers.
That swashbuckling approach has served Connolly well so far across all formats in his still young career.
"Looking into it, ODI cricket is quite similar to how I play my red-ball cricket," he said.
"I like to be aggressive and I like to score.
"That's the whole point of batting in the powerplay - you want to be aggressive and put guys under pressure."
