Let $ G=(V,E) $ be a simple graph of order $ n $ and size $ m $. A connected edge cover set of a graph is a subset $S$ of edges such that every vertex of the graph is incident to at least one edge of $S$ and the subgraph induced by $S$ is connected. We initiate the study of the number of the connected edge cover sets of a graph $G$ with cardinality $i$, $ e_{c}(G,i) $ and consider the generating function for $ e_{c}(G,i) $ which is called the connected edge cover polynomial of $ G $. After obtaining some results for this polynomial, we investigate this polynomial for some certain graphs.