In similar circumstances to last week's defeat in Cork, Ulster found themselves behind at the break.
There were positive moments in the opening 40, with Ilse van Staden, Sophie Barrett, and Sadhbh McGrath carrying well to make the hard yards in wet and windy conditions in Belfast.
Connacht were decisive though and tries by Clara Barrett, Ava Ryder, and Emma Fabby, combined with a conversion and a penalty from Nicole Fowley, gave them a 20-0 lead at the interval.
Despite the deficit, Ulster emerged from the second half and looked like a different side, with a strong break by Niamh Marley setting the tone early on.
With Connacht still down to 14 after Grace Brown Moran's yellow card, Neill Alcorn's side took advantage of the depleted pack.
Ella Durkan's penalty set the stage for a driving lineout maul which began on the 22 and didn't stop until it powered over the line with captain Beth Cregan touching down in the 45th minute.
<blockquote class="twitter-tweet"><p lang="en" dir="ltr">Ulster are fighting back 💪<br><br>The skipper Beth Cregan has scored two tries as the home side trail 12-20 to Connacht 🏉<br><br>📺💻 Watch the final 25 minutes now on <a href="https://twitter.com/BBCiPlayer?ref_src=twsrc%5Etfw">@BBCiPlayer</a> and <a href="https://twitter.com/BBCSport?ref_src=twsrc%5Etfw">@BBCSport</a> website <a href="https://twitter.com/hashtag/bbcrugby?src=hash&ref_src=twsrc%5Etfw">#bbcrugby</a></p>— BBC SPORT NI (@BBCSPORTNI) <a href="https://twitter.com/BBCSPORTNI/status/1614289706736304128?ref_src=twsrc%5Etfw">January 14, 2023</a></blockquote> <script async src="https://platform.twitter.com/widgets.js" charset="utf-8"></script>
The score sparked Ulster into life, and 10 minutes later the skipper got her second try of the game.
Off the back of a scrum inside the Connacht 22, scrum-half Rachael McIlroy found Marley who had raced inside off her wing, and she was held up just short of the line.
The ball was then sent spilling out of the resulting ruck, but Cregan showed great strength and awareness to gather it, drive to the line, and turn her body to ground the ball.
She finished close to the uprights, which set the stage for Durkan to knock over the conversion and make it 20-12 to the visitors.
It looked as if Ulster were going to make it a one-score game, but Connacht rallied and scored again, with Barrett getting her second with 68 minutes played to make it 25-12 as the game entered the final phases.
However, Ulster kept on attacking and got their reward as Durkan and Maeve Liston combined to release Marley, who dived for the line and finished with the clock in the red. Durkan did well to slot the conversion to ensure Ulster's effort in the second half earned a bonus point.
<blockquote class="twitter-tweet"><p lang="und" dir="ltr">80 nóim <a href="https://twitter.com/hashtag/ULSvCON?src=hash&ref_src=twsrc%5Etfw">#ULSvCON</a><a href="https://twitter.com/UlsterRugby?ref_src=twsrc%5Etfw">@UlsterRugby</a> - 19<a href="https://twitter.com/connachtrugby?ref_src=twsrc%5Etfw">@connachtrugby</a> - 25<br><br>Faigheann Niamh Marley úd ag deireadh an chluiche, ach is iad Connacht na buaiteoirí inniu<br><br>Niamh Marley gets a try at the end of the match, but Connacht are the victors in the end<a href="https://twitter.com/IrishRugby?ref_src=twsrc%5Etfw">@IrishRugby</a><a href="https://twitter.com/hashtag/NothingLikeIt?src=hash&ref_src=twsrc%5Etfw">#NothingLikeIt</a> <a href="https://twitter.com/hashtag/Rugby?src=hash&ref_src=twsrc%5Etfw">#Rugby</a> <a href="https://t.co/WLIykSgWAz">pic.twitter.com/WLIykSgWAz</a></p>— Spórt TG4 (@SportTG4) <a href="https://twitter.com/SportTG4/status/1614300853728313344?ref_src=twsrc%5Etfw">January 14, 2023</a></blockquote> <script async src="https://platform.twitter.com/widgets.js" charset="utf-8"></script>
Scorers
Ulster
TRIES: Cregan (2), Marley
CON: Durkan (2)
Connacht
TRIES: Barrett (2), Ryder, Fabby
CON: Fowley
PEN: Fowley
Teams
Ulster
15-9: Maeve Liston; Fern Wilson; Kelly McCormill; Mya Alcorn; Niamh Marley; Ella Durkan; Rachael McIlroy
1-8: Sadhbh McGrath; Megan Simpson; Ilse van Staden; Keelin Brady; Brenda Barr; India Daley; Beth Cregan (C); Sophie Barrett
Replacements: Gemma McCamley; Ava Fannin; Fiona Tuite; Helen McGhee; Stacey Sloan; Amber Redmond; Amanda Morton; Emma Jordan
Connacht
15-9: Mairead Coyne; Ava Ryder; Orla Dixon; Shannon Touhey; Clara Barrett; Nicole Fowley; Mary Healy (C)
1-8: Grainne O’Loughlin; Lily Brady; Laura Feely; Fiona Scally; Eva McCormack; Lisa-Marie Murphy; Emma Fabby; Grace Browne Moran
Replacements: Emily Gavin; Niamh O’Grady; Elizabeth McNicholas; Sonia McDermott; Karly Tierney; Olivia Haverty; Eabha Nic Dhonnacha; Kayla Waldron