and that article's footnote [2] which leads you to the following text,
His release came after a finding by the Chief Justice of the United States Supreme Court, Salmon P. Chase, that there was nothing in the U.S. Constitution that prohibited the secession of states. If secession was not illegal, neither Davis nor any other Confederate leaders could be guilty of treason.[2]
http://www.uakron.edu/law/lawreview/v42/docs/connally.pdf
This is all fairly dense reading. I only skimmed through it, but was left with the impression that if a real citation exists, it is probably at this web location.
Dennis
Also at http://civilwartalk.com/forums/civil-war-history-secession-politics/35320-no-trial-president-jefferson-davis-2.html , you will find,
"Chief Justice Chase had told the cabinet of the United States in July of 1865 (and remember he would be the person who would rule on appeal in the event one was needed) "If you bring these people to trial, it will condemn the North, for by the Constitution, secession is not rebellion"
Also, at http://www.confederatecolonel.com/quotes/quotes.shtml you will find the following quote with a conflicting date,
"If you bring these [Confederate] leaders to trial it will condemn the North, for by the Constitution secession is not rebellion. Lincoln wanted Davis to escape, and he was right. His capture was a mistake. His trial will be a greater one."
Chief Justice Salmon P. Chase, July 1867 (Foote, The Civil War, Vol. 3, p. 765)
I see your problem in finding the REAL quote date, etc. 1867 seems to be far more frequently encountered as the real date than 1865
Dennis