McConnel came to anthropology through the study of psychology, which she began at the age of twenty-five. In 1918, she graduated from Queensland University with first class honours in philosophy and in 1923 began a doctorate in anthropology at University College, London, although health issues forced her to return to Australia and she did not complete the degree. Her interest in dreams led to an interest in mythology, particularly in primitive beliefs and then, in the late 1920s, to the study of the Wik-Mungkana people of the Cape York area. Under the supervision of first A. Radcliffe-Brown and then A.E. Elkin at the University of Sydney, she made several field trips to the area between 1927 and 1934, and published numerous articles in Oceania and a book, Myths of the Munkan.