'I wish my sister was here, ' he said.
The British comedian joked that he should be called "Lancelot" as he had the honour bestowed upon him by the Duke of Cambridge during an Investiture ceremony at London's Buckingham Palace.
He said "men will have to get a grip on themselves" in the wake of shocking revelations about Hollywood heavyweights including Harvey Weinstein and Kevin Spacey.
The Hobbit star divulged: 'I think the air is going to be cleared and a lot of things that should have been done years ago are going to be done to protect young men and women.
Known primarily for his comedic performances, Connolly has also had a successful acting career, starring in the films courageous, A Series of Unfortunate Events, Mrs Brown and The Hobbit: The Battle Of The Five Armies.
"So they've made them feel ashamed of themselves, which is a terrible thing to do to a person".
In 2013, the comic announced he was being treated for the initial symptoms of Parkinson's disease, admitting he had started to forget his lines during his stand-up shows.
Analyst Research Roundup: GoDaddy Inc. (GDDY), Conagra Brands, Inc. (CAG)
This particular stock's 5-day moving average is 33.88, its 20-day moving average is 33.93 and its 100-day moving average is 34.62. AXA now owns 148,600 shares of the company's stock worth $6,631,000 after buying an additional 66,700 shares during the period.
After learning he had been given a knighthood in the Queen's birthday honours list, Connolly said: "I am a little embarrassed but deep within me, I'm very pleased to have it".
"I think my title will be William - I don't know if you get Sir Billy. It wouldn't have crossed my mind before". Sir Billy doesn't quite have the same ring'.
Connolly, also known as The Big Yin, said he wants to return to comedy in the future, but probably will not tour in the way he used to.
He said comedy was helping him get through the disease, which is characterised by symptoms including a tremor or fine shake, slowness of movement and unsteady balance.
While Billy was accompanied by his long-time wife Pamela Stephenson, the actor revealed his sadness at not having his late parents or sister witness his special day.
Yesterday, he was at a Downing Street reception hosted by Theresa May marking 200 years since Dr James Parkinson recognised the "shaking palsy" that now bears his name.
- " "Un train à grande vitesse pourrait être baptisé " Anne Frank " — Allemagne
- BHP Billiton plc's (BLT) "Underweight" Rating Reiterated at JP Morgan Chase & Co
- Newly discovered 'monster' planet shouldn't exist, according to science
- Chandigarh court holds two uncles guilty of rape of 10-year-old
- Judge Wolff Investigates MLS Over Potential Austin Deal
- Les Fantastiques de retour à Rouge FM... sans Éric Salvail
- Volvo V90 Cross Country: série spéciale Ocean Race
- Chris Brown Releases New Album "Heartbreak On A Full Moon"
- 'Ask them to leave' Australian minister says of people with Irish accents
- NY shooting - multiple people gunned down in lower Manhattan, cops say