The latter made his Premier League debut against Manchester City.
The 19-year-old is highly rated and could play a key role at the club for many years to come.
Veteran attacker Murray is impressed by what he has seen from Connolly.
Murray told The Argus: "He has got a lot of developing to do but the instinct to score goals is there and that is hard to find.
"Once you have got that goalscoring knack, it is just about bettering your all-round game.
"He is an exciting young player."