The 71-year-old said he did not want to get involved as he did not want to influence anybody, and would not be voting because he will be in New Zealand on 18 September.
The Glasgow-born comedian said he thought Scots would make the right decision and get what they “deserve” in the vote.
He told BBC News from New York: “I try to keep away out of it, I don’t want to be an influence in it, I don’t want to influence anybody. A lot of people take your word like it’s spun gold, as if there’s some sense to it. I don’t want to influence anybody so I shut up.
“I think the Scots will come to a good conclusion in the referendum, they’ll get what they deserve.”
The actor and comic was asked about comments he had made previously about feeling a sense of community among people from a similar background to himself.
He said: “There’s a thing I was always saying when I was asked about nationalism; I’ve never been a nationalist and I’ve never been a patriot.
“I’ve always remembered that I have a lot more in common with a welder from Liverpool than I do with someone with an agricultural background from the Highlands, although I do love them, I love Scotland and all it’s different faces. That’s why this referendum thing is so difficult, it’s a morass that I care not to dip my toe into.”
When asked if he would be casting a vote in the referendum he said: “I’m not going to vote. I won’t be there, I’ll be in New Zealand.”
Connolly started his showbusiness career as a folk singer before developing the stand-up act that made him famous and led to a career in television and film.
Last year he had surgery for prostate cancer and was treated for the “initial symptoms” of Parkinson’s disease. He has since said his health is good and laughed as he said: “I’m OK. I’m old and I’m cold. I’m going deaf, I can’t walk very well.
“I’m a lot better than I was, which is a wonderful position to be in. Someone once said growing old is not for sissies, they knew what they were talking about.”