The Iron have dropped into the Championship relegation zone despite a solid start to the season, and were knocked out of the FA Cup on Saturday as Everton were comfortable 5-1 victors at Glanford Park.
O'Connor suggested supporters booing from the early stages of games have contributed to poor results this season.
"It's embarrassing. From the first minute they are booing you. I don't know why they come," he told the Scunthorpe Telegraph.
"If they want to come here and pay £26 to boo, get a life. I don't appreciate it. If you're 2-0 or 3-0 down at half-time and they boo you, then that's fine, or at full-time when you're walking off.
"Of course you can understand their frustrations, but it's happening from the first minute when it's 0-0.
"When you go to the sidelines all you hear is them saying you're rubbish. Just stay away. Of course it affects us. It affects me at times. I like to have the fans behind us."
Saturday's defeat to Everton was the seventh straight home loss from the Iron, who have won at home only once in the league and twice - against lower league opposition - in the Carling Cup this term.
The Toffees scored after just four minutes, with Scunthorpe manager Ian Baraclough conceding after the match the oppopnents would have been tested more in a training game.
That awful record has prompted discontent among many Iron fans, with crowds for the last two home league games below 4,500.
O'Connor did repeat the view of many fans that the difficulties of this season stem from the failure to adequately replace players who left the club in the summer.
Gary Hooper was sold to Celtic, while Paul Hayes, Grant McCann, Marcus Williams and Matty Sparrow left on Bosman transfers. Peter Winn was also released.
Chris Dagnall came in on a free transfer from Rochdale, with Michael Collins joining on a free from Huddersfield and Bobby Grant moving for a fee that could reach £260,000 from Accrington Stanley
They have been supplemented by several loan signings, but only Eddie Nolan - now signed on a permanent deal - and Freddie Sears have held down regular first-team places.
"We got rid of a lot of top players in the summer and haven't really replaced them," said O'Connor.
"We've bought one or two players in but it's always going to be a hard task to stay in the Championship from day one with the squad we've got."