A heartbreaking late penalty denied Scarlets a first victory of the season at Parc y Scarlets.
The home side fought back from an early 14-0 deficit to lead 23-21 going into the final minutes, but South African referee Marius van der Westhuizen awarded a breakdown penalty against the Scarlets and centre Cathal Forde held his nerve to nail the kick from the touchline.
It was a tough pill to swallow for Dwayne Peel and his players who had battled back impressively from the early setbacks.
Connacht coach Pete Wilkins admitted afterwards it was a game his side had got away with.
As for Peel, he will feel his side are not far away from that elusive first win as they dust themselves off in readiness for the return match against Cardiff next Saturday.
It was Connacht who took control in the opening quarter with wing Piers O’Conor pouncing on a back-field mistake for the first, then after Tom Rogers was shown yellow, a clever cross-kick from Jack Carty found Ireland wing Mack Hansen in acres of space for a simple touchdown.
Carty’s second conversion made it 14-0, but Scarlets then struck back in impressive fashion on 21 minutes after Connacht had been reduced to 14 men following the sin-binning of Ireland centre Bundee Aki for a high hit on Sam Costelow.
An attack triggered by Davies saw Blair Murray put in space down the left flank. He did well to make ground towards the line, Dan Davis powered close and it was Davies who used all his experience to dive over around the side of the ruck. Costelow converted.
It got better eight minutes later with Davies claiming his second through a trademark support line.
Johnny Williams put fellow midfielder Eddie James away with a clever off-load and James drew the last defender before putting Davies away on his inside at the posts.
However, it was the Irish province who had the last word of the half, bursting clear from deep for a try finished by scrum-half Ben Murphy to take his side into half-time 21-14 ahead.
Costelow reduced the arrears with a well-struck penalty two minutes after the restart, then replacement Ioan Lloyd added another, clipping a kick in off the upright to make it 21-20.
A nail-biting nip and tuck finale ensued.
Costelow was on target again to put Scarlets ahead for the first time on 72 minutes, but there was more drama as Forde snatched the win for the Irish province.
Scarlets – tries: G. Davies (2). Cons: S. Costelow. Pens: Costelow (2), I Lloyd.
Connacht – tries – P. O’Conor, M. Hansen, B. Murphy. Cons: J. Carty. Pen: C. Forde.
Scarlets: Ioan Nicholas (repl I. Lloyd 42-56; Lloyd 68); Tom Rogers, Johnny Williams, Eddie James, Blair Murray; Sam Costelow (repl Macs Page 42-56), Gareth Davies; Alec Hepburn (repl Kemsley Mathias HT), Ryan Elias (repl Marnus van der Merwe 56), Henry Thomas (repl Sam Wainwright 56), Sam Lousi (repl Alex Craig 61), Max Douglas, Josh Macleod (capt), Dan Davis, Taine Plumtree.
Attendance: 5,080