The governor, who is also the chair of the Democratic Governors Association, was announced as a speaker on Sunday.
He started his speech by saying: "I'm here to tell you a story of hope. A story of why we are stronger together."
He spoke about his learning disabilities growing up, and the issues he overcame to get to the place where he is today. A large part of his story was about why unity is important to lift people up, and show them hope, no matter their background, race, gender, disabilities, etc.
"He had a support system that believed we are stronger together when we lift up those who fall behind."
He spoke about what he's done as governor in Connecticut, including: increasing jobs and raising the minimum wage; his Second Chance Society initiatives, lowering the prison population and lowering the crime rate; as well as gun control after Sandy Hook; and passing equal pay and paid sick leave laws.
Malloy also brought up topics like LGBT and refugees.
He also attacked Donald Trump's record of insulting "anyone who doesn't agree with him or doesn't look like him."
"With the Trump-Pence ticket, it's like a contest to see who can discriminate more."
Malloy and Republican vice presidential candidate Indiana Gov. Mike Pence have a running feud over a number of issues, including LGBT and refugee laws. Connecticut welcomed a refugee family from Syria headed to Indiana who was turned away from Pence.
Also from Connecticut, Sen. Chris Muprhy is scheduled to speak at the convention this week.
Both Democrats have been strong supporters of presumptive nominee Hillary Clinton, and are strong supporters of gun control, a key aspect of the Democratic platform.
Erica Smegielski, the daughter of the principal killed in the Sandy Hook tragedy, will also speak at the convention on Wednesday. She has campaigned with Clinton in the past on gun control, including at a panel in Hartford days before the April primary.