The Australian actor - who currently stars as Ally Gorman in the Channel 4 soap - used to appear in Neighbours as Ned Parker.
He explained how one particular fan had sent him a request to come and stay with her.
"When I was on Neighbours there was this woman from Britain who used to send me packages with things like wristbands and a cassette called 'PS I Love You'," he told Inside Soap.
"I found out later that she'd written a complaint letter to the production office, saying that I hadn't responded to her invitation to come and see her and stay on her new settee in her bungalow!
"I did send her a signed fan card eventually, and said thanks for all the gifts."
O'Connor added that he misses the Australian sunshine and beaches since joining the UK show in December.
"When I lived in Sydney I was about half an hour from the beach so we were there pretty much every weekend. It's the done thing Down Under."
Dan O'Connor promised fans earlier this month that his Hollyoaks character's "good boy" image will change.