He becomes the sixth player to join the big spending Millers since the season ended, as Steve Evans dramatically reshapes his squad ahead of the Yorkshire side's move to the New York Stadium. O'Connor, 24, has agreed a two-yearo contract.
He said: "I spoke to Steve Evans, met up with him on Wednesday, and within 10 minutes I'd made my mind up.
"It's stepping down a division coming to League Two but it wasn't a tough decision because everyone I spoke to about the club said it was going places."
Andrew Wright became the first on Wednesday morning, agreeing a two-year deal with Morecambe.