This paper establishes the relation between traditional results from the (Euclidean) twistor theory and chiral formulations of general relativity (GR), especially the pure connection formulation. Starting from an SU(2)-connection only, we show how to construct natural complex data on twistor space, mainly an almost Hermitian structure and a connection on some complex line bundle. Only when this almost Hermitian structure is integrable is the connection related to an anti-self-dual-Einstein metric and makes contact with the usual results. This leads to a new proof of the non-linear graviton theorem. Finally, we discuss what new strategies this “connection approach” to twistors suggests for constructing a twistor action for gravity. In Appendix A, we also review all known chiral Lagrangians for GR.