The record 48, 990 crowd in the Stade Velodrome comfortably beat the previous best of 31, 986 at Lyon's Stade Gerland in 1999, when Montferrand beat Bourgoin 35-16.
"Playing Montferrand away in the first game of the European Cup is a big ask, because Toulouse and Montferrand are probably the two best teams in France, " Connolly said.
The All Whites only just qualified for the top tier of European competition and the pool draw this time has done them few favours, with Montferrand, Leinster and Bristol their opponents.