The Australian Rugby Union released the 23-year-old from this and next season's contracts due to a number of disciplinary issues.
"I'm interested in improving him as a person so I'm happy to help in that process," Sarugby.com quotes McKenzie as saying.
"We've had some contact. He's obviously working on his end of things. We've been concentrating on playing footy but I spoke to him from Argentina. I'll continue to have contact but contact's a two-way thing."
O'Connor was punished by the ARU after he was refused by airport staff to board a flight from Perth following the Wallabies' win over Argentina in September.