The replacement out-half coolly slotted a 69th-minute penalty and the hosts held on to register their first back-to-back wins at the start of the a season since the 2005/06 campaign.
Dan Newton had landed a brace of penalties to give the wind-backed Scarlets a 6-3 advantage at the break. Former Ospreys out-half Matthew Jarvis kicked one of his three first half attempts for Connacht.
Aaron Shingler's 47th-minute try stretched the visitors' lead to 11-3, but Connacht finished the stronger thanks to a converted try from Mark McCrea and O'Connor's clinching score.
The Scarlets were first to threaten, their new scrum-half Ruki Tipuna maintaining a high tempo and Rhodri Gomer-Davies and Newton attacking off quick ruck ball.
Newton punished John Muldoon for not rolling away in the ninth minute. Connacht had a quick chance to reply but newcomer Jarvis drew his first penalty effort well wide from inside his own half.
The home support seated in the new Clan Terrace roared on Tiernan O'Halloran as he broke into the Scarlets 22, however the move petered out.
Connacht gave away a number of penalties at the breakdown and in scrums and just when it looked like the Scarlets might strike for a try, a solid hit by Ray Ofisa produced a knock-on.
The hosts were falling foul of Marius Mitrea, a new referee at this level. The concession of another penalty robbed them of a promising position after Duffy's flicked pass had released Samoan Henry Fa'afili on the left wing.
Good work from the industrious Josh Turnbull led to a penalty which Newton turned into three points, but Connacht raised the tempo coming up to half-time.
The Llanelli side were whistled up for crossing and Jarvis opened Connacht's account. Yet the tricky wind got the better of him in injury-time after a well-executed lineout maul had created a late scoring chance.
Nigel Davies' men seized back control on the resumption though. After Ben Morgan broke from a close range scrum, a ruck was set up and passes between Tipuna, Emyr Phillips and Iestyn Thomas put Shingler over in the left corner.
Newton could not add the extras and tempers flared a couple of minutes later when Michael Swift and Rob McCusker threw punches at each other, leading to a double sin-binning.
When play resumed Connacht put together some of their best phases, with man-of-the-match George Naoupu and Rodney Ah You both carrying well.
Fa'afili then tied in a couple of defenders on a surge up the right and passed one-handed for McCrea, who picked a lovely angle, to glide over to the right of the posts.
Jarvis converted to put just a point between the sides. Territorially, Connacht were on top now and a ruck offence from Turnbull allowed O'Connor kick them ahead for the first and final time.
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