 On 7 July 2011 amongst speculation of Connell's future at Grimsby, chairman John Fenty stated that the player was not for sale and also mentioned he had received an official bid from fellow Conference National side Luton Town that he described also as "derisory", and on 13 July 2011 Fenty commented that Connell would definitely not be sold to another club in Grimsby's division, mentioning that the player is happy at Grimsby.Connell signed for Swindon Town on 15 July 2011, for an undisclosed six-figure sum, thought to be in the region of £115,000.He scored his first and second goals for the club on 3 September 2011, helping his team to a 3–2 win over Rotherham United.