In this theoretical article, we explore the possibility that instead of a mathematical connection arising "in-between" two (or more) pre-existing ideas or objects, which have presumably been known or understood, that connection is itself the motor of understanding. The standard view of connection, in which two existing ideas or concepts are brought together, is based on a philosophy of identity which seeks to establish objects and their properties and then compare them. In contrast, a philosophy of difference sees objects as "becoming" through difference. We explore this new way of conceptualising connection not only because it reflects our commitment to a relational ontology, but because it enables us to better handle the enmeshment of affect in mathematical learning without subordinating it to the cognitive. We draw on illustrative data to show what analysing connections as acts of differencing might look like and how it involves affective, social and technical dimensions.