We discuss the problem of learning collaborative behaviour through communication in multi-agent systems using deep reinforcement learning. A connectivity-driven communication (CDC) algorithm is proposed to address three key aspects: what agents to involve in the communication, what information content to share, and how often to share it. The multi-agent system is modelled as a weighted graph with nodes representing agents. The unknown edge weights reflect the degree of communication between pairs of agents, which depends on a diffusion process on the graph - the heat kernel. An optimal communication strategy, tightly coupled with overall graph topology, is learned end-to-end concurrently with the agents policy so as to maximise future expected returns. Empirical results show that CDC is capable of superior performance over alternative algorithms for a range of cooperative navigation tasks, and that the learned graph structures can be interpretable.