Step 1: Recall the significance of Cynognathus.
Cynognathus is a mammal-like reptile that exhibits characteristics of both reptiles and mammals.
Hence, it is regarded as a connecting link between
\[
\boxed{\text{Reptilia and Mammalia}.}
\]
Step 2: Choose the correct option.
Therefore,
\[
\boxed{(A)}
\]
is the correct answer.