Connolly has been plagued by post-concussion symptoms since being levelled in the neutral zone by Senators forward Peter Schaefer in Game 2. He skated by himself before the Sabres practiced on Monday, but Connolly still is several weeks away from a return to the lineup.
"He's doing good and progressing," coach Lindy Ruff said. "It's encouraging. He could be symptom-free based on him skating today."
Ruff didn't give a specific timetable of when Connolly may return, but estimated he could be back within six-to-eight weeks.
"I can't put a date on it, but from a conditioning standpoint you can guesstimate," Ruff said.
Connolly set career highs with 16 goals and 55 points last season, and added 11 points in eight playoff games before he was injured.
Sabres defenceman Henrik Tallinder is expected to return to the lineup when Buffalo hosts Boston on Tuesday. Tallinder has missed 11 games because of an ankle injury.