"It's very difficult to make the breakthrough at clubs like Arsenal so when QPR made an offer I knew it was the right time to move on," Connolly told the Daily Express. "I could have signed for Arsenal again. I spoke to Arsene Wenger and he said he wanted me to stay.
"I thought about it for a while but I felt it was the right time to go. I looked at the players who have not made it there like David Bentley and Steve Sidwell.
"They have made good careers for themselves, so that was what inspired me to come here.
"I wanted to come to a club that is going forward. Arsenal provided me with a launchpad, but I needed to be playing first team football."