Let G be a locally compact group and let ${\mathcal {SUB}(G)}$ be the hyperspace of closed subgroups of G endowed with the Chabauty topology. The main purpose of this paper is to characterise the connectedness of the Chabauty space ${\mathcal {SUB}(G)}$ . More precisely, we show that if G is a connected pronilpotent group, then ${\mathcal {SUB}(G)}$ is connected if and only if G contains a closed subgroup topologically isomorphic to ${{\mathbb R}}$ .