But last night when he picked up his Bafta Scotland award for his Outstanding Contribution to Television and Film, the comedian broke down in front of a 500-strong crowd.
"It hits me somewhere where I live," said Connolly at the end of the special public event, BAFTA: A Life in Pictures, underlining how much the home town acknowledgement meant.
And he stood silent on the stage as he composed himself in front of the cheering crowd and young comedy star Kevin Bridges, who presented the award.
However, it wasn't too long before he was back to his comedic best.
"I get lots of nominations," he said, smiling. "But no awards. I'm like the guy in the remedial class who gets the prize for being kind."
Connolly gave a prize-winning performance as he told tales of his career in films. He revealed how his daughters are always suspicious about his movies. "I seem to die in lots of films," he said smiling. "And they always say to me 'Do you die, dad? I'm not going to see it if you're going to die!'"
And the entertainer, now 70, had the audience in stitches as spoke of the stories behind the film scripts such as Mrs Brown. "I thought Judi Dench was coming onto me," he admitted of his co-star.
"During filming she kept giving me the eye. And I thought 'What do I do about this?' Then I realised it was Queen Victoria who fancied me. Judi was acting. And after that I gave her the eye back."
Connolly admitted he's never been overly confident of his acting ability. "I phoned up Pamela once and said 'How do you act?'
"And she said you just get into character, imagine what you had for breakfast that morning. So I did, and it worked.
"And I suppose it's a bit methody. But I've no time for those who stay in character the whole time. It's a bit pretentious."
However there were no signs Connolly has been consumed by the notion of film stardom.
"I don't want to watch myself on film afterwards," he admitted. "In my head I think I'm Robert DeNiro and then I look and realise it's just me."
But if he could play any character from any film?
"It would have to be Brando's roles in On The Waterfront or Viva Zapata," he said, smiling.
"It's the guy who stands alone against the world. That's how I see myself."
He added, with a mischievous smile: "In film."