Based on socioeconomic statistical data, transport data, and network big data, the urban connection index (UCI) was constructed in terms of industry, transportation, information, and innovation, and the high-quality development index (HDI) was established from five aspects: innovation, coordination, green development, openness, and sharing. Taking Lanzhou-Xining urban agglomeration as a case, the urban connection intensity and high-quality development level were measured to analyze the relationship between them. From 2012 to 2018, the UCI and HDI of each city showed different degrees of growth. Note that there exist significant regional differences, with Lanzhou and Xining having the largest difference. The biggest gap among cities lies in the innovative connection intensity. Moreover, urban external connections are closely related to high-quality development, especially innovation and green development. For every 1% increase in industrial and transport connection, the HDI will increase by 0.317% and 0.159%, respectively. This study provides a methodological reference for measuring urban connectivity and provides decision support for high-quality development in China and other countries.