And to make matters worse for under pressure Newcastle boss Graeme Souness, his full strength line up was humbled by a virtual Wigan reserve side showing no fewer than nine changes from the side that lost at home to Spurs on Saturday.
It was a thoroughly deserved victory for the home side who dominated proceedings throughout and at the end the disgruntled Newcastle fans were singing "Souness out" - a fact acknowledged by the man himself after the game.
Wigan await Saturday's draw after victory in a pulsating match but they had to wait until the dying minutes for the goal their performance deserved.
It was a dubious penalty when Jason Roberts was pulled down in the box, but referee Steve Bennett had no hesitation in awarding the kick which was duly dispatched by Connolly.
Wigan's best display of the season should have seen them home and dry by half time in a one-sided match in which they tore a bewildered looking Newcastle to shreds.
Connolly, Andreas Johannsson, Emerson Thome and Lee McCulloch all should have scored as Wigan thoroughly dominated the first half, but they missed gilt-edged chances and then found Newcastle keeper Shay Given in tremendous form as he pulled off a string of fine saves.
Newcastle were virtual spectators in a first half that saw them chasing shadows but they created a scare when Emre broke down the left and fired in a fierce left-footed drive which keeper Mike Pollitt did well to hold at full stretch.
But it was a rare sortie into the Wigan half as Newcastle were continually forced back on the defensive by the lively Wigan attackers.
McCulloch gave Jean-Alain Boumsong a torrid time and just before the break the Wigan striker rose above a static defence to plant a header goalwards only for Robbie Elliott to clear off the line.
Newcastle steadied the ship after the break but never really gained the initiative as Wigan still pushed forward in search of a breakthrough.
The half saw Newcastle's best chance in a livelier spell of pressure as, when Wigan failed to clear a corner, the ball was played out to Emre who cut inside and unleashed a fierce drive that beat Pollitt but came back off the post.
Not to be outdone, Wigan then struck the woodwork at the other end when an inch-perfect cross from Ryan Taylor found the head of substitute Roberts.
But just when it looked as the game was drifting to extra time, Wigan finally got the deserved breakthrough when Roberts was bundled over in the box and Connolly duly dispatched the spot-kick.
Amazingly that heralded Newcastle's best spell of the match and Alan Shearer was a fraction away from an equaliser only to be denied by a superb tackle from man-of-the-match Josip Skoko.