The Northern Irish fitness trainer spoke to Shievonne Robinson and various other housemates about the prospect of departing without a public vote.
Conor survived eviction on Friday night, but has responded badly to losing Arron Lowe, who was kicked out by viewers.
Shievonne attempted to persuade Conor that walking would be a bad idea, commenting: "The low feeling we've got right now, yes you'll get the cuddles from mummy and stuff, but once that happy feeling has gone, you'll feel low again.
"Once the hugs have gone, your mum will say, 'Why the f**k did you walk?'
"You might be popular out there. We don't know what is happening on the outside... Enough people picked up the phone and voted for you. Twice."
Conor replied: "I wouldn't want to be selfish, because the people has saved me. Everybody is working hard on the outside to help get you votes."
Shievonne added: "If you walk, when you're in the hotel, you're going to be, what the f**k did you do? If you've been evicted, then that's a different thing."
Sara McLean said: "If you walk, you're going to regret it for the rest of your life."
Big Brother continues every night on Channel 5.
Photo gallery - Big Brother Day 33: