The 83-year-old actor, one of the most high-profile backers of the Scottish National Party's campaign for a 'yes' vote in September, said independence would raise Scotland's profile.
This could encourage more investment in the Scottish film sector and lead to the "international promotion of Scotland as an iconic location", Connery wrote in the Sun on Sunday newspaper.
Connery, the star of 007 movies such as "Goldfinger" and "Dr No", was born in Scotland but has not lived there for years, instead spending his time in Spain, the Bahamas and New York.
"I fully respect the choice facing Scotland in September is a matter for the people who choose to work and live there -- that's only right," said the actor.
"But as a Scot with a lifelong love of Scotland and the arts, I believe the opportunity of independence is too good to miss."
He added: "A Yes vote will capture the world's attention. There will be a renewed focus on our culture and politics, giving us an unparalleled opportunity to promote our heritage and creative excellence."
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