The former Labour leader joined party candidate Willie Bain in Glasgow North East and accused the Nationalist Government of "ripping off" the city.
Mr Salmond claimed that Labour was "out of ideas" as he joined SNP candidate David Kerr with just nine days left until voting.
Tory leader Annabel Goldie and Liberal Democrat chief Tavish Scott were also campaigning.
Mr McConnell said Mr Bain is a man "in touch" with his community after recent question marks over the Nationalist candidate`s local credentials.
The former First Minister said: "The many hard-working Glaswegians I met today were born and brought up here like Willie Bain and deeply proud of this area. But they all were saying the same thing - the city is being ripped off and neglected by the SNP.
"When the nationalists said Glasgow would get special treatment from them, no-one thought they meant this. There is growing anger and Glasgow is fighting back."
The by-election came about after the resignation of former Commons speaker Michael Martin after the expenses scandal. At the last General Election he had a majority of more than 10,000 over the SNP. In line with tradition no other main party stood against the Speaker.
Mr Salmond was in the Robroyston area of the city as he joined Mr Kerr, a former BBC presenter, on the campaign trail. The SNP leader said: "Labour are out of ideas and - after 74 years in power in Glasgow North East - out of time.
"Instead of using this by-election to solve the problems facing local people, they are running a campaign devoid of serious debate and policy suggestions.
"Contrast this with the SNP. David Kerr is backed by a party who have taken action over the past two years to make a difference to Glasgow North East."
The SNP are hoping to repeat their victory in the neighbouring Glasgow East by-election last summer when they overturned a 13,500 majority to take the seat.
Miss Goldie and Tory candidate Ruth Davidson visited the Second Chance project which helps recovering drug addicts in Possilpark area of the city.
Miss Goldie said: "It is projects like this that convinced me Scotland needed a fresh approach to tackling drug addiction."
Mr Scott joined Lib Dem candidate Eileen Baxendale at the Glasgow East Regeneration Agency (GERA) on Duke Street. They met senior staff and heard about the agency's work in helping improve areas of the constituency and getting more people into work.
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