Family
- father William Connolly: Divorced from Connolly's mother in 1946; died in 1989 of a stroke; Connolly's wife, Pamela, documented Billy's years of sexual abuse by his father in her book Billy, which began when he was ten and lasted until he was fifteen or sixteen
- mother Mary Connolly: Divorced Connolly's father in 1946; abandoned Billy and his sister, Flo; remarried to William Adams; had four additional children; died in 1993 of motor neurone disease
- aunt Mona Connolly: Helped raise Connolly and his sister
- aunt Margaret Connolly: Helped raise Connolly and his sister
- sister Florence Connolly: Younger; with Billy, was looked after by their father's two sisters, Margaret and Mona following their parents divorce
- son Jamie Connolly: Born in 1969; mother, Iris Pressagh; Connolly was award custody in the divorce
- daughter Cara Connolly: Born in 1974; mother, Iris Pressagh; Connolly was award custody in the divorce
- daughter Daisy Connolly: Born Dec. 31, 1983; mother, Pamela Stephenson
- daughter Amy Connolly: Born July 7, 1986; mother, Pamela Stephenson
- daughter Scarlett Layla Connolly: Born July 28, 1988; mother, Pamela Stephenson
