Connery was born in Fountainbridge, Edinburgh, the son of Euphamia C. "Effie" (née Maclean), a cleaning woman, and Joseph Connery, a factory worker and truck driver. His father was a Roman Catholic of Irish descent with roots in County Wexford, while his mother was a Scottish Protestant. He claims he was called Sean, his middle name, long before becoming an actor, explaining that he had an Irish friend named Séamus and those who knew them decided to call him by his middle name when with Séamus.

His first job was as a milkman in Edinburgh with St. Cuthbert's Co-operative Society. He then joined the Royal Navy, but was later discharged on medical grounds because of a duodenal ulcer. Afterwards, he returned to the co-op, then worked at other jobs, including a lorry driver, a labourer, artist's model for the Edinburgh College of Art, coffin polisher, and bodybuilder.

According to Connery's official website, he placed third in the 1953 Mr. Universe bodybuilding contest. Fellow competitor, Johnny Isaacs, suggested he audition for a stage production of South Pacific. This led Connery to stage, television, and film work. A prominent television role was in Rudolph Cartier's 1961 production of Anna Karenina for BBC Television, in which he co-starred with Claire Bloom. He also acted in Darby O'Gill and the Little People (1956) starring Albert Sharpe.

Connery's breakthrough came in the role of secret agent James Bond. He acted in seven Bond films, six produced by EON, followed by an unofficial Warner Brothers Thunderball-remake: These include Dr. No (1962), From Russia with Love (1963), Goldfinger (1964), Thunderball (1965), You Only Live Twice (1967), Diamonds Are Forever (1971) and Never Say Never Again (1983).

The imposing, yet light-footed, actor was co-discovered by Harry Saltzman and Albert R. Broccoli after other aspirants to the Bond role were eliminated, including David Niven (later to play Bond in the spoof Casino Royale, in 1967), Cary Grant, and James Mason; the latter two refused to commit to a film series. The low budget forced the producers to hire an unknown actor.

James Bond's creator, Ian Fleming, doubted the casting, saying, "He's not what I envisioned of James Bond looks" and "I’m looking for Commander Bond and not an overgrown stunt-man," adding that Connery (muscular, 6' 2", and a Scot) was unrefined. However, Fleming's girlfriend told him Connery had the requisite sexual charisma. Fleming changed his mind after the successful Dr. No premiere; he was so impressed, he created a half-Scottish, half-Swiss heritage for the literary James Bond in the later novels.

Connery's portrayal of Bond owes much to stylistic tutelage from director Terence Young, polishing the actor while using his physical grace and presence for the action. Robert Cotton wrote in one Connery biography that Lois Maxwell (the first Miss Moneypenny) noticed, "Terence took Sean under his wing. He took him to dinner, showed him how to walk, how to talk, even how to eat." Cotton wrote, "Some cast members remarked that Connery was simply doing a Terence Young impression, but Young and Connery knew they were on the right track."

In June 1967, after filming You Only Live Twice, Connery quit the role, having become tired of repetitive plots, a lack of character development, the public's demands of him, and fear of being typecast. He also disliked the fantastic direction in which the series was headed, away from the source material. Connery reportedly wanted to be a co-producer of the series, his inspiration being Dean Martin's role as a co-producer of the Matt Helm series. Connery noted that The Silencers made nowhere near as much money as Thunderball, but Martin made more money than he did.

Connery's final official appearance as 007 was in 1971's Diamonds Are Forever. He was paid a then-unheard of $1 million. As part of his fee United Artists also agreed to finance Connery's production of The Offence (1972). he reportedly declined £5 million to make the next 007 movie, Live and Let Die (1973).