The singer/actor stars as a marine life specialist alongside Kris Kristofferson, Morgan Freeman and Ashley Judd in Dolphin Tale, which tells the story of bottlenose dolphin Winter, who was fitted with an artificial tail after being injured in a crab trap off the Florida coast.
Connick, Jr. filmed scenes with the famous dolphin for the movie, and reveals they made a special connection.
He tells the New York Post, "It's not a fictional story. Winter cannot exist without a tail. Without it she barely moves. Before doing this film, I spoke to specialists, studied films, learned how the prosthetic tail's applied without hurting her.
"Like being in Florida summer camp, we filmed scenes in the water with her every day. You never know at which moment you can do what. She's had so much trauma. Frightened at first, I approached with caution. We were told don't scare her. Don't talk loudly.
"They have swim-with-dolphin escorts. Winter's handled so much she has a real connection to humans. She's intelligent. Peers up at you. You can tell she's happy the same way you can tell if a dog's happy. We held her. She's cuddly. We stroked her in the water every day."