After several years in business in New York and in Carthage, North Carolina, where he served as land and industrial agent for a small railroad, McConnell sailed from New York with a friend in January, 1915, to enlist in the French service. Through the spring and summer of 1915 he drove for Section "Y" of the American Ambulance, in the thick of the fighting on the Western Front, around Pont-a-Mousson and the Bois- le-Pretre. He was cited for conspicuous bravery and awarded the Croix de Guerre. Some of his letters from the period were edited and published in the 15 September 1915 issue of The Outlook, with an introduction by former president Theodore Roosevelt, a strong advocate of preparedness.

A deepening conviction of the rightness of the French cause led McConnell to volunteer for service in French aviation. He trained at the flying school at Pau and was breveted for flight on 6 February 1916. On 20 April 1916 he joined the newly-formed American Escadrille (later redesignated the Lafayette Escadrille) at its operational base at Luxeuilles-Bains, becoming one of the first four of the seven original Escadrille pilots to arrive. He participated in the squadron's first patrol on 13 May, and in the aerial actions during the great German offensive at Verdun in June and the Allied counteroffensives in July and August. On 1 July he was promoted to sergeant, the rank which he held until his death.

A back injury received in a landing mishap in August near the squadron field at Bar-le-Duc forced McConnell's hospitalization in September. Although he rejoined the squadron at Cachy briefly in November, 1916 and again at Ravenel in March 1917, his health never returned to normal. While convalescing, he busied himself with writing, and produced articles for World's Work magazine that were published in November, 1916, and March, 1917, and in book form as Flying for France which appeared in April, 1917, shortly after his death. He also was best man for his friend, Paul Rockwell, the squadron's historian and publicist, at the latter's Paris wedding in December, 1916.

 A selection of McConnell's war letters and photographs is available from the following years, 1915, 1916, and 1917.