O'Connor, who had previously played for McLeish with Hibernian and Scotland, said: "A lot of people were surprised what Alex was like after the Huddersfield game. I think he came out of his shell a little bit there and was very upset.
"There were a lot of harsh things said that day by the gaffer. He was not amused after the game.
"He wasn't chucking things about but he was shouting and screaming and went around every single player and told them what they had done wrong and what he was expecting of them.
"Sometimes gaffers need to do that, just to try and get better performances out of you, because that was a disgraceful performance from us and things needed to be said."
O'Connor added: "I had not seen that side of him with Scotland because after he came in as manager it was nearly all positive results.
"But I had seen him like that at Hibernian when I was younger. There was a lot of ranting and screaming. I think you need that now and again especially if you have played badly.
"You don't want to get on the wrong side of him. You have to give him 100 per cent otherwise you will get a rollicking now and again."