He said recent controversies such as the Jonathan Ross and Russell Brand affair had left comics too scared to offend.
Connolly, 67, said: "I don't offend, that's not my job. My job is to make people laugh. There's a lot of deep and desperate unfairness been going on."
The Scot is no stranger to controversy – he was criticised in 2004 for making a joke about British hostage Kenneth Bigley prior to his murder in Iraq.
Connolly said: "I think it was the US comedian George Carlin who said, 'The job of a comedian is to know where the line is and to step over it'."