If $f : \mathbb{R}^{n} \to \mathbb{R}^{n}$ is a bijection, mapping connected sets to connected, is $f$ necessarily a homeomorphism?
The converse is true, a well known property of homeomorphisms.
I know the result is true for $n = 1$. In that case, it's not very hard to see, that $f$ maps open intervals to open intervals: Image is going to be interval, and if it had a boundary point, some $x$ in the open interval would have to map to the boundary point. But now images of $(x, \infty)$ and $(-\infty, x) $ couldn't both be connected.
Also, pre-image of open interval is also open: If $x < y$ are pre-images of endpoints of the interval, the original interval is subset of image of $[x,y]$, but then clearly image of $(x,y)$ is the open interval.
Those two observations prove that $f$ is homeomorphism when $n = 1$. Connectedness is however a quite different phenomenon in higher dimensions, so I don't even have a clear idea if it should be true or not.