Mets owner Fred Wilpon is currently looking at eight investment deals to boost the club's finances and Connolly reveals he and his associates are among those who have made an offer.
He tells TMZ.com, "That'd be nice, wouldn't it? I'm involved with a group of guys that are trying to do it."
And the actor is confident he will be able to turn around the team's fortunes if his group's shareholder bid is successful, adding, "I'm not trying to lose!"
The Mets were battered 11-0 by the Philadelphia Phillies on Thursday (07Apr11).
Connolly isn't the only star hoping to cash in on his favourite team - Jay-Z is part-owner of the New Jersey Nets basketball side, while Jennifer Lopez and pop star Fergie are both investors in the Miami Dolphins football team.