In September 1998, Connelly joined Derby-based studio Core Design, a subsidiary of UK video game publisher Eidos Interactive. As part of Core Design, Connelly worked in sound design on Tomb Raider III: Adventures of Lara Croft and later as a leading composer for Tomb Raider: The Last Revelation and Tomb Raider: Chronicles. Tomb Raider: The Angel of Darkness, which Connelly co-wrote with Martin Iveson, featured the London Symphony Orchestra.
Connelly has scored other commercial games at Core Design such as Herdy Gerdy, Smart Bomb, and Free Running. At Ubisoft Reflections, developers of the Driver series, Connelly worked as senior sound designer on Driver: San Francisco. After completion of Driver, Connelly was contracted as Audio Lead and Composer on both Watch Dogs and The Crew. Connelly is currently a contractor with Slightly Mad Studios, working as Senior Sound Designer. Connelly also runs Peter Connelly Limited, a sound production studio.
In 2018 661 backers on Kickstarter helped Connelly to sponsor a collection of his works remastered and reimagined titled Tomb Raider: The Dark Angel Symphony music album. The album was arranged by Richard Niles and recorded at Angel Studios in July 2019.