Connolly is determined to lead the 1999 champions to glory in France, despite Australian Rugby Union boss John O'Neill stating that a place in the semi-finals would be a success.
"I guess everyone who goes to the World Cup wants to win it," said Connolly.
"If you are among the top seven or eight countries in the world, which we are, the goal is to win.
"Anything short of that is considered a failure. We'd like to win the World Cup. That's success.
He added: "People will say, 'You got to the final, that is good'. But you don't go into any tournament, whether it's the World Cup or Super 14, without saying you want to win."
Connolly's build-up began when he replaced Eddie Jones as head coach of the Wallabies 18 months ago - after his predecessor's side endured a dismal tour of the northern hemisphere.Â
"They lost a number of games two years ago - eight out of nine," Connolly recalled.
"But we have regrouped, changed the way we play and got a lot of new faces - and we are genuinely a tight group of guys who are pretty focused."