Pamela Stephenson, 64, said that she had noticed her husband's hand shaking for many years, but assumed that he had spent too long playing the banjo.
Connolly, 71, has previously told how he was diagnosed with both prostate cancer and Parkinson's disease on the same day.
Now Stephenson has told Radio 5 live that the star is "doing incredibly well".
She said: "He's been ill and it was a huge shock for him. For someone who's been healthy his whole life, to suddenly hear that he had two major problems in a week. He had cancer, he's got Parkinson's....
"But thank God his Parkinson's is so mild he will never really have the kind of symptoms that many people associate with Parkinson's, as far as we know."
She added: "He's probably had it for 10 years, so it's very, very slowly progressing ... there are different strains of Parkinson's that I'm learning about."
The Not The Nine O'Clock News star added: "I've actually noticed his hand shaking for many, many years... I used to think he was playing the banjo a bit too much."