The veteran, who joined on loan until the end of the season on transfer deadline day, came off the bench to score a debut goal.
His precise lob ensured a 2-1 win for the U’s, taking them back into the automatic promotion places.
Connolly was the first signing under Lewis, and the caretaker manager felt the former Republic of Ireland international had made a big impact already.
He said: “David Connolly’s 36, he’s got great ability and all that, but he’s prepared to run in behind people to get the goal.
- David Connolly slots home
“It was the right run at the right time and he took it brilliantly.
“I thought he showed what a class player he is.”
He added: “He’s got a reputation as a really good player, so all the lads know that.
“But when they saw him in training for the first time it gave everyone a lift.”
Results at the Kassam Stadium have been hard to come by over the last couple of seasons, holding United back.
This victory, coming a week after beating Torquay United 1-0, was the first time they had won successive home games since August 2012.
“It’s a really big win,” Lewis said “You can’t hide it, the home record isn’t great, so if we can build on that and keep the away form going it all bodes well.”
- Mickey Lewis celebrates with his Oxford United players
Chairman Ian Lenagan has made it clear there will be no rush to appoint a successor to Chris Wilder, but if United can stay in the top three the momentum will gather behind keeping Lewis in charge.
When asked about the situation, the caretaker manager stressed his focus was much more short-term.
He said: “Just to sound totally and utterly like a complete bore, I’m just worrying about the next game at Bury.”
- Match highlights via United's Youtube channel
The gate saw several hundred more home fans on Saturday than had attended Wilder’s last game in charge.
There was plenty of vocal backing for the team, but also for Lewis personally.
“It was really touching and hopefully it drives me and all the players on,” he said.
“The fans were absolutely brilliant all the way through.
“It was a great reception before, during and after the game.
“Especially when we were under pressure, which we were at times, the fans kept us going and we really appreciate that.”