The James Bond star was honoured with the bust which was placed outside the whiskey-sampling Scottish Club. The venue is known to celebrate "Scots who have made a difference".
The sculpture was crafted by Tiiu Kirsipuu and cost £9,330 to build. It was funded by private donations, according to WENN.
British Ambassador Peter Carter announced to guests at the unveiling: "Sir Sean Connery is, without a doubt, an icon. He is variously known as James Bond or the sexiest man of the century.
"He's a great British actor, a great Scot actor and a great symbol for Scotland."
