According to data from the US BLS, the unemployment rate of Connecticut was 3.9% (sa) in February, 2020. Among all Connecticut counties, these 3 were among those with high unemployment rates (nsa): Windham (4.1%), Litchfield (3.9%), and New Haven (3.9%).

On the hand, the following three counties were among those with low unemployment rates (nsa): Middlesex (3.3%), Tolland (3.4%), and New London (3.8%).

The chart and table below shows the unemployment rate (nsa) for each county.

You can see similar information by state for the United States.