Speaking at the premier of his latest movie Quartet, the 69-year-old said that he attracted so much trouble whenever he talked about the subject, he had decided not to comment any more.
“Whenever I open my mouth I get it slapped shut,” he said. “I’m told to mind my own business, to learn what I’m talking about.
“But I’ll tell you what, I don’t like showbusiness people lecturing the public on how they should vote anyway.
“I’ve always found that a kind of precocious state, and I’ve done it before you know, and when I look back at some of the things I’ve said I feel kind of stupid.”
Connolly, who was presented with a Bafta Scotland lifetime achievement award in Glasgow on Monday, has been vocal of his disapproval of Scottish independence in the past, but admitted that 2012 had been “a very interesting time for Scotland”.
However, he questioned the cost of independence: “I would like to know with these things, these master moves, how much it’s going to cost the people to do this. Do they need another layer of government, and how it’s going to affect the average person, the average Joe? Is it going to affect his life? If it’s for the better, it’s up to him.
“But Scots are very capable of making up their mind without my tuppence worth.”
The actor was joined on the red carpet by co-stars Sir Tom Courtenay, 75 and Sheridan Smith, 31, to promote the film.
The British comedy, directed by Academy Award-winning actor Dustin Hoffman, follows four elderly opera singers who are reunited in a specialist retirement home.
Hoffman recruited veteran actors Dame Maggie Smith and Pauline Collins to complete the star-studded cast.