Connell's " The Most Dangerous Game'' has thrilled readers since its first publication. In 1924, the year of its release, Connell was awarded the prestigious O. Henry Memorial Award for short fiction. Readers and critics alike have consistently appreciated and enjoyed this story, even as many of Connell's other stories, novels, and collections have fallen out of print. Critics initially praised the story as an excellent action-adventure tale, a tightly told story that moves quickly through a nail-biting plot.

Connell has been praised for the fluidity of his simple writing style and his ability to entertain. In 1925, a reviewer for the Saturday Review of Literature found his stories "easy to read, all displaying facility and versatility." The striking originality of the central idea of "The Most Dangerous Game"—the hunting of humans—has continued to fascinate readers, as reflected in the multiple movie versions of the story and the many collections in which it has been anthologized. Movies and novels indebted to Connell's story include The Running Man, a futuristic tale in which convicts bet their lives—they are hunted on a televised game show—to gain their freedom. Critics have also noted that the escapist qualities of "The Most Dangerous Game" have a tendency to overshadow Connell's fine writing.