O'Connor started his career at non-league club Hednesford Town, working his way through the youth system at Keys Park before making his first team debut during the 1998-1999 season. His close control and ability on the ball immediately endeared him to the Hednesford fans, culminating in him scoring a fine individual goal against Southport towards the end of that season.
His form attracted the attentions of a number of clubs, with Dundee United paying £30,000 for him in January 2000, despite O'Connor only playing in fourteen matches for the Pitmen.
His chances at Tannadice were limited to only a handful of appearances, as he was sent out on loan to gain first team experience. After a short spell in Ireland playing for Portadown, he came back to Scotland to have a similar spell with Morton.
He left United in the summer of 2002, and moved across the country to Dumfries to join Queen Of The South for the first time. He was an instant hit with supporters, top scoring in his first season at the club. Injuries took their toll during the second season, and he was released in the summer of 2004
He returned to England to join Morecambe, then of the Nationwide Conference. Again, his spell was blighted by injuries, scoring three times in only sixteen appearances.
In 2006, he made a surprise return to Queen Of The South, joining on a short-term deal originally to prove his fitness
O'Connor played in all six Queen of the South games in the run to the 2008 Scottish Cup final. O'Connor scored the 3rd goal for Queens in the 2007/08 Scottish Cup 4 - 3 semi final victory over Aberdeen F.C. to take Queens to their first Scottish cup final in their 89 year history.
In final O'Connor crossed for Steve Tosh to score Queens' first goal when the Dumfries side went down 3 - 2 to Rangers.
Sean O'Connor scored in the home leg of Queen of the South's UEFA Cup Second Qualification Round tie against FC Nordsjaelland in the 28th minute. This made O'Connor the first player to score for Queens in a UEFA competition.