O'Brien admits the Royals have been a hoodoo club for them.
He told West Ham TV: "They've given us a hiding the last few times they've played us, so we're pleased to get one back there today.
"It's nice to end on a win from the last game of the season too. We wanted to end a good season on a high and we managed to do that.
"It was a bit scary for the first 15 or 20 minutes of the second half, and they caught us cold after the break. They made a couple of changes and scored two good goals, but we settled it down and we managed to grind it out there.
"It's great for Kev to score the hat trick - he's very, very good with the goals and he has ended up as the top goalscorer."