The event was made bittersweet for Connelly - who helped steer Kaymer through the final four holes after a 90-minute storm delay - given that the German's triumph concluded a day in which Zimbabwe-born caddie Iain McGregor collapsed and died while carrying the bag of of the Scottish competitor Alastair Forsyth, in the Madeira Islands Open. McGregor, who would have turned 53 yesterday, had been a close friend and colleague of Connelly.
"It was just a horrible way to start the day, learning about Mac," said Connelly. "He was a wonderful guy, one of the best. It was just a very, very sad day for all the European players and caddies here."
Connelly's celebrations have been understandably muted following a sixth win on Kaymer's bag, the pair also enjoying success together at the Abu Dhabi HSBC Championship, PGA Championship, KLM Open and Alfred Dunhill Links Championship in 2010 and the Nedbank Challenge in 2012. "Then there were two Ryder Cup wins in 2010 and 2011," added the Scottish caddie.
It is the 18th time Connelly has caddied for a tournament winner and the success earned him a 10% cut of Kaymer's $1.8m prize money. The German was only the fourth European winner of the PGA Tour's flagship event, Scotland's Sandy Lyle having blazed the trail in 1988, with Spain's Sergio Garcia and Sweden's Henrik Stenson winning in 2008 and 2009, respectively.
"This latest win is a huge lift for Martin given he's won the fifth biggest tournament you can win," said Connelly. "His game was there in Houston and he was close last week in Charlotte so we both felt we were on the ascendancy and we both felt it was just a matter of time before he would win again. That's why he's now going on to Texas for the Byron Nelson and then over to Wentworth for the PGA, because when Martin wins one, he's the type of player that can win again pretty soon.
"But then Martin worked pretty hard to get back to winning and you only have to look at his hands some days, as they can be in a state and there's times I've seen his hands bleed from the amount of work he puts in.
"He will spend hours when not playing tournaments, on the range at Whisper Rock in Phoenix and then when he's back home in Germany. And you look back two years ago when he was at the lowest he's ever been, so to come back now and win this event is huge for him.
"What you saw out there this week was a new Martin Kaymer, as he's a much improved golfer but the mindset is very much the old Martin."
Kaymer had singled out Connelly for praise earlier in the week and it was also opportune for Connelly to compliment the player. "Martin is so easy going and we get on so well because he listens to my bull****," he said with a smile. "He's a straight shooter as well because he will give me a blast if I'm doing something wrong, as well. He will also compliment me when you're done it well like this week.
"Martin has the heart of a lion and never gives in, never gives in and doesn't know the meaning of the word and hopefully this win will go on and lead to Martin playing in a third Ryder Cup in September and getting himself back to World No. 1."
Kaymer, who first became the world No.1 in April 2011, jumped 33 places in the rankings to No.28 and also ascended to ninth among the automatic qualifiers for the Europe Ryder Cup team points table. "Paul McGinley [who will act as Europe's captain at this year's event] walked with me on Wednesday and we had a nice chat," said Kaymer.
"I think he will be a brilliant captain because as a person the way he talks to you, he's a very respectful man and he really listens to you and he wants to help. He's not a selfish player and not a selfish captain. He wants us to feel as comfortable as possible.
"It was a good start this week with this win but I just need to continue playing well to get more points in the rankings and get myself qualified to make the team."
Stephen Gallacher's disappointment at missing the cut at the Players Championship was compounded by a drop of three places to 14th overall on the Ryder Cup points table.