In Connecticut, U.S. Route 202 is usually signed as an east–west route. It enters from the New York state line in Danbury overlapped with U.S. Route 6 and ends at the Massachusetts state line in Granby overlapped with Route 10. US 202 is overlapped with other routes for most of its length.

U.S. Route 202 enters Connecticut at Danbury with U.S. Route 6 and climbs up onto I-84 at Exit 4, which had just been joined by the north–south US 7 at the previous interchange, making a four-way concurrency. US 7 and 202 split from I-84 and US 6 at Exit 7. They remain a freeway for a short stretch but then 202 splits off to a two-lane road in Southern Brookfield as it follows Federal Road. The US 7 freeway continues for another 2 miles (3.2 km) before it rejoins US 202 in Northern Brookfield. The now rejoined US 7 and 202 approach New Milford, in bucolic Litchfield County, where they once again split.

US 202 continues through Torrington and on to Cherry Brook, where it then runs concurrently with US 44 for several miles before turning northward at Avon. For the run to the state line, US 202 runs concurrently with Route 10.

US 202 was designated in 1935. It originally went along its modern alignment to downtown Danbury, then went along modern Routes 53 and 302 to Newtown (this section was signed as Route 34 from 1932 to 1934). It then overlapped with US 6 until Route 10 in Farmington, and overlapped with Route 10 to the Massachusetts state line. Modern US 202 in Litchfield County was originally part of Route 25 (New Milford to Torrington) and Route 4 (Torrington to Canton). The portion between Danbury and New Milford was then just US 7. In 1963, Route 4 was relocated southward and Route 25 was extended along modern US 202 to Canton. In 1974, US 202 was relocated to its modern alignment. Route 25 was truncated to US 7 in Brookfield and the former alignment between Danbury and Newtown became Route 302 and a northern extension of Route 53.

In 2010, the Connecticut Department of Transportation designated the 3.8-mile segment of Route 202 between the Junction with Route 45 and Rabbit Hill Road in New Preston a state scenic road.